Dear all I am working on unbalanced panel data and I can readily fit a "pooling" model using plm(), but not a "within" or "random" model. Reproducing the examples in vignette("plm") and in the AER package I encountered no such issues.
##unfortunately I cannot disclose the data, and it is too big anyway > dim(ibes.kld.exp.p[x.subs , ]) [1] 13189 34 > summary(ibes.kld.exp.p[x.subs , ]$ibes1y.meanest) total sum of squares : 28058 id time 0.752284 0.018656 > summary(ibes.kld.exp.p[x.subs , ]$employee_kld) total sum of squares : 9146.5 id time 0.637098 0.073421 ##fitting a pooling model works OK > x <- plm(ibes1y.meanest ~ employee_kld, ibes.kld.exp.p[x.subs , ], > model="pooling") > summary(x) Oneway (individual) effect Pooling Model Call: plm(formula = ibes1y.meanest ~ employee_kld, data = ibes.kld.exp.p[x.subs, ], model = "pooling") Unbalanced Panel: n=3041, T=1-16, N=13189 Residuals : Min. 1st Qu. Median 3rd Qu. Max. -6.530 -0.871 -0.189 0.629 13.200 Coefficients : Estimate Std. Error t-value Pr(>|t|) (Intercept) 1.5607 0.0127 122.73 < 2e-16 *** employee_kld 0.1118 0.0152 7.35 2.2e-13 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Total Sum of Squares: 28100 Residual Sum of Squares: 27900 F-statistic: 53.954 on 1 and 13187 DF, p-value: 2.17e-13 > plmtest(x, "individual") Lagrange Multiplier Test - (Honda) data: ibes1y.meanest ~ employee_kld normal = 1675.7, p-value < 2.2e-16 alternative hypothesis: significant effects ##fitting a within or random model fails > x <- plm(ibes1y.meanest ~ employee_kld, ibes.kld.exp.p[x.subs , ], > model="within") Error in Tapply.matrix(x, effect, mean, ...) : subscript out of bounds > x <- plm(ibes1y.meanest ~ employee_kld, ibes.kld.exp.p[x.subs , ], > model="random") Error in Tapply.matrix(x, effect, mean, ...) : subscript out of bounds Would this be an issue with my data (which is a bit specific, since employee_kld is categorical)? Or perhaps there is an issue in plm() for unbalanced data? Please let me know your opinion Liviu > sessionInfo() R version 2.10.1 (2009-12-14) x86_64-pc-linux-gnu locale: [1] LC_CTYPE=en_GB.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_GB.UTF-8 LC_COLLATE=en_GB.UTF-8 [5] LC_MONETARY=C LC_MESSAGES=en_GB.UTF-8 [7] LC_PAPER=en_GB.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_GB.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] tcltk grid splines stats graphics grDevices utils [8] datasets methods base other attached packages: [1] RcmdrPlugin.sos_0.2-0 tcltk2_1.1-1 RcmdrPlugin.Export_0.3-0 [4] Hmisc_3.7-0 xtable_1.5-6 Rcmdr_1.5-5 [7] car_1.2-16 ggplot2_0.8.5 digest_0.4.2 [10] reshape_0.8.3 plyr_0.1.9 proto_0.3-8 [13] plm_1.2-3 sandwich_2.2-5 zoo_1.6-2 [16] MASS_7.3-5 Formula_0.2-0 kinship_1.1.0-23 [19] lattice_0.18-3 nlme_3.1-96 survival_2.35-8 [22] fortunes_1.3-7 sos_1.2-4 brew_1.0-3 [25] hints_1.0.1-1 loaded via a namespace (and not attached): [1] cluster_1.12.1 tools_2.10.1 -- Do you know how to read? http://www.alienetworks.com/srtest.cfm http://goodies.xfce.org/projects/applications/xfce4-dict#speed-reader Do you know how to write? http://garbl.home.comcast.net/~garbl/stylemanual/e.htm#e-mail ______________________________________________ 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.