Hi everybody,
I am trying to run a panel regression on 10 economic sectors with 4 independent
variables, respectively. The plm() function works well for all 10 economic
sectors together, i.e. the dataframe containing all sectors.
Now, I am trying to run the same regression for each sector individually. My
code looks as follows :
pdata.frame(dataplm_regression_BM,row.names=FALSE)->dataBM
> plmregressionBM<-plm(DeltaCoVaR~VaR+SDSVaR+Vola+value.STLFSI,data=dataBM,model="within",effect="individual")
Unfortunately, it does not work and I get the message
Error in uniqval[as.character(effect), , drop = F] :
subscript out of bounds
I have been looking for a solution in the internet but have not found an answer
to fix the problem.
Does anybody have an idea what I am doing wrong and what must be done to fix
the problem?
Thanks in advance.
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