Dear all I am trying to fit Variable Coefficients Models on Unbalanced Panel Data. I managed to fit such models on balanced panel data (the example from the "plm" vignette), but I failed to do so on my real, unbalanced panel data.
I can reproduce the error on a modified example from the vignette: > require(plm) > data("Hedonic") > Hed <- pvcm(mv ~ crim + zn + indus + chas + nox + rm + age + dis +rad + tax + > ptratio + blacks + lstat, Hedonic, model = "within",index = "townid") Error in FUN(X[[1L]], ...) : insufficient number of observations > ##it fails for both FE and RE cases > Hed <- pvcm(mv ~ crim + zn + indus + chas + nox + rm + age + dis +rad + tax + > ptratio + blacks + lstat, Hedonic, model = "random",index = "townid") Error in FUN(X[[1L]], ...) : insufficient number of observations Would this be expected behaviour for unbalanced data? The vignette warns of several limitations regarding such data, but doesn't mention this specific case as a limitation. I would like to subsequently perform a test of poolability on my real data. Thank you 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] splines stats graphics grDevices utils datasets methods [8] base other attached packages: [1] plm_1.2-3 sandwich_2.2-5 zoo_1.6-2 MASS_7.3-5 [5] Formula_0.2-0 kinship_1.1.0-23 lattice_0.18-3 nlme_3.1-96 [9] survival_2.35-8 fortunes_1.3-7 RGtk2_2.12.18 cairoDevice_2.10 [13] sos_1.2-5 brew_1.0-3 hints_1.0.1-1 loaded via a namespace (and not attached): [1] grid_2.10.1 tools_2.10.1 ______________________________________________ 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.