Dear Giovanni
Thank you for the quick reply and sorry for not being able to respond
in kind: since our last e-mail we decided to change the way we measure
the variables, and this took some time. I managed to track down the
original issue, I think, to an improperly specified subset vector to
the
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
Dear Liviu,
it's difficult to tell without seeing the data. I might guess that you have
some completely empty groups about which Tapply complains when doing the
time-demeaning, but it would be just a guess.
I realize you can't share the data in the present form, but may I suggest you
try and
Duh! Thanks and good advice. I was using 2.7.2 because it was, until
recently, the latest version working with RPy (http://rpy.sourceforge.net/).
Also didn't realize plm was still actively developed.
Interesting that since plm now correctly handles diff and lag operations, it
actually breaks with
The dyn and dynlm packages can handle time series in lm and glm.
(dyn can also handle many additional regression functions as well)
In the case of dyn just write dyn$lm instead of lm like this:
library(dyn)
a - ts(c(1, 2, 4))
dyn$lm(a ~ diff(a))
Call:
lm(formula = dyn(a ~ diff(a)))
Your script ran for me without error under the following configuration:
sessionInfo()
R version 2.9.1 (2009-06-26)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United
The first think one need to do when has a so old version, is update it :-)
After, if the problem remain, try get help with the colleagues.
best
milton
On Thu, Jul 9, 2009 at 10:58 AM, Damien Moore damienlmo...@gmail.comwrote:
Hi List
I'm having difficulty understanding how plm should work
Hi List
I'm having difficulty understanding how plm should work with dynamic
formulas. See the commands and output below on a standard data set. Notice
that the first summary(plm(...)) call returns the same result as the second
(it shouldn't if it actually uses the lagged variable requested). The
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