I haven't seen any replies to this, so I will offer some suggestions even though I'm not familiar with 'plm'.
1. The standard formula syntax in S-Plus and R is that "y ~ x" is a request to estimate b0 and b1 in y = b0+b1*x+error. Since this already includes "1", it is essentially equivalent to "y~1+x". To estimate a noconstant model, use something like "y~x-1". 2. Have you tried an email directly to the official "plm" maintainer? An email address for this can be found using help(package="plm"). 3. Panel data is a special case of mixed effects data. The best software I know for that the 'nlme' package, which is part of the standard R distribution. The best book on the subject that I know is Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer). The "~R\library\nlme\scripts" subdirectory of your R installation directory contains files with names like "ch01.R", "ch02.R", etc. These provide R scripts for producing the analyses in the book. You can make local copies of these scripts and work through them line by line, trying different things, etc. The R syntax is slightly different from that in the book, e.g., x^2 in a formula must be specified as I(x^2). These differences are overall very minor and easy to learn. However, using exactly what appears in the book without modification will in a few cases be misinterpreted, leading to very different results. I had a difficult time understanding what was happening until I found this. Hope this helps. Spencer Graves Giangiacomo Bravo wrote: > Thanks a lot for the quick answerd I received and that helped me to > solve my first (simple) problem with the plm package. > > Unfortunatley, here's another one: > I do not know why, but I'm unable to estimate a simple model in the > form y ~ 1 + x > > When I try > > zz <- plm(y ~ 1 + x , data=mydata) > I obtain > Errore in X.m[, coef.within, drop = F] : numero di dimensioni errato > which means that the number of dimensions is wrong in X.m[, > coef.within, drop = F]. > > However, I have no problem to estimate a more complex model, e.g. > > zz <- plm(y ~ 1 + x + I(x^2), data=mydata) > in this case everything is ok. > > What's wrong? > > Thank you, > Giangiacomo > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > ______________________________________________ R-help@stat.math.ethz.ch 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.