[R] panel question (plm)

[Stephen J. Barr]

Thank you for the advice. For the density08 variable, that is
population density in year 2008. I also have population densities for
year 2000, so I could put them both in, and interpolate between them
for the times that are covered by the panel (2000-2008), and then just
have a "density" column that will vary both over time and across
various courts. I would assume that this would fix the problem of
density not showing up in my coefficients list, although I think it is
more of an econometrics issue :)

Thanks again,
-stephen

On Tue, May 19, 2009 at 3:35 PM, Achim Zeileis
<Achim.Zeileis at wu-wien.ac.at> wrote:
> On Tue, 19 May 2009, Stephen J. Barr wrote:
>
>> Ah, thank you for the help, and for the explanation of what is going
>> on. I suppose I will have to reload my data with plm.data set such
>> that RATE is not a factor.
>
> plmWithDensity$RATE <- as.numeric(as.character(plmWithDensity$RATE))
>
> should suffice.
>
>> For my time index, will
>> 2000,2000.25,2000.5, etc. work? Meaning 2000 quarter 1, 2000 quarter
>> 2, etc? Or is there some special way that I need to format the time?
>
> That's ok. Internally, plm.data always stores it as a factor anyway.
>
> Best,
> Z
>
>> Thanks,
>> -stephen
>> ==========================================
>> Stephen J. Barr
>> University of Washington
>> WEB: www.econsteve.com
>> ==========================================
>>
>>
>>
>> On Tue, May 19, 2009 at 4:39 PM, Achim Zeileis
>> <Achim.Zeileis at wu-wien.ac.at> wrote:
>>>
>>> On Tue, 19 May 2009, Stephen J. Barr wrote:
>>>
>>>> Hello,
>>>
>>>> I am working on a data set (already as a plm.data object) located
>>>> here: http://econsteve.com/arch/plmWithDensity.Robj
>>>>
>>>> With the following R session:
>>>>>
>>>>> library(plm)
>>>>
>>>> ...
>>>>>
>>>>> load("plmWithDensity.Robj")
>>>>> model <- plm(RATE ~ density08, data=plmWithDensity)
>>>>
>>>> Error: subscript out of bounds
>>>>
>>>> I am not understanding the "subscript out of bounds" error, as this is
>>>
>>> I agree that the error is not very meaningful but the problem is due to
>>> your
>>> data: density08 does not vary within your id variable (COURT), hence the
>>> default within model cannot be estimated. And it is also the reason why
>>> density08 gets no coefficient in a larger model.
>>>
>>> Also note that your RATE variable is a factor...I'm pretty certain you
>>> want
>>> a numeric variable here!
>>>
>>> Yves & Giovanni: What happens in the code is that the model.matrix()
>>> method
>>> silently omits the column from the regressor matrix. Hence, this goes
>>> unnoticed in the larger model and results in a regressor matrix without
>>> any
>>> columns in the case above. Thus, the subscript error.
>>>
>>> hth,
>>> Z
>>>
>>>
>>
>>
>