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. 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?
Thanks, -stephen ========================================== Stephen J. Barr University of Washington WEB: www.econsteve.com ========================================== On Tue, May 19, 2009 at 4:39 PM, Achim Zeileis <achim.zeil...@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 > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.