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

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