# panel question (plm)

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## panel question (plm)

 Hello, I am working on a data set (already as a plm.data object) located here: http://econsteve.com/arch/plmWithDensity.RobjWith the following R session: > library(plm) ... >load("plmWithDensity.Robj") >model <- plm(RATE ~ density08, data=plmWithDensity) Error: subscript out of bounds I am not understanding the "subscript out of bounds" error, as this is a balanced panel and there are no holes in the data set. Any help would be very much appreciated. The model I am trying to run is > model2 <- plm(RATE~ AGR.PCT+SVC.PCT+IND.PCT+density08, data=plmWithDensity) This code runs fine, but I do not get any coefficients for density08 > summary(model2) Oneway (individual) effect Within Model Call: plm(formula = RATE ~ AGR.PCT + SVC.PCT + IND.PCT + density08,     data = plmWithDensity) Balanced Panel: n=89, T=26, N=2314 Residuals :    Min. 1st Qu.  Median 3rd Qu.    Max. -1860.0  -475.0    11.3   526.0  1250.0 Coefficients :          Estimate Std. Error  t-value  Pr(>|t|) AGR.PCT  34192.60    4281.07   7.9869 1.383e-15 *** SVC.PCT   4024.83     457.17   8.8037 < 2.2e-16 *** IND.PCT -16545.62    1541.32 -10.7347 < 2.2e-16 *** --- Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Total Sum of Squares:    985150000 Residual Sum of Squares: 852060000 F-statistic: 115.692 on 3 and 2222 DF, p-value: < 2.22e-16 > What is going on? Any advice is appreciated. Thanks, -stephen ========================================== Stephen J. Barr University of Washington WEB: www.econsteve.com ========================================== ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: panel question (plm)

 On Tue, 19 May 2009, Stephen J. Barr wrote: > Hello, > I am working on a data set (already as a plm.data object) located > here: http://econsteve.com/arch/plmWithDensity.Robj> > With the following R session: > > library(plm) > ... > >load("plmWithDensity.Robj") > >model <- plm(RATE ~ density08, data=plmWithDensity) > Error: subscript out of bounds > > I am not understanding the "subscript out of bounds" error, as this is I agree that the error is not very meaningful but the problem is due to your data: density08 does not vary within your id variable (COURT), hence the default within model cannot be estimated. And it is also the reason why density08 gets no coefficient in a larger model. Also note that your RATE variable is a factor...I'm pretty certain you want a numeric variable here! Yves & Giovanni: What happens in the code is that the model.matrix() method silently omits the column from the regressor matrix. Hence, this goes unnoticed in the larger model and results in a regressor matrix without any columns in the case above. Thus, the subscript error. hth, Z ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: panel question (plm)

 Ah, thank you for the help, and for the explanation of what is going on. I suppose I will have to reload my data with plm.data set such that RATE is not a factor. For my time index, will 2000,2000.25,2000.5, etc. work? Meaning 2000 quarter 1, 2000 quarter 2, etc? Or is there some special way that I need to format the time? Thanks, -stephen ========================================== Stephen J. Barr University of Washington WEB: www.econsteve.com ========================================== On Tue, May 19, 2009 at 4:39 PM, Achim Zeileis <[hidden email]> wrote: > On Tue, 19 May 2009, Stephen J. Barr wrote: > >> Hello, > >> I am working on a data set (already as a plm.data object) located >> here: http://econsteve.com/arch/plmWithDensity.Robj>> >> With the following R session: >> > library(plm) >> ... >> >load("plmWithDensity.Robj") >> >model <- plm(RATE ~ density08, data=plmWithDensity) >> Error: subscript out of bounds >> >> I am not understanding the "subscript out of bounds" error, as this is > > I agree that the error is not very meaningful but the problem is due to your > data: density08 does not vary within your id variable (COURT), hence the > default within model cannot be estimated. And it is also the reason why > density08 gets no coefficient in a larger model. > > Also note that your RATE variable is a factor...I'm pretty certain you want > a numeric variable here! > > Yves & Giovanni: What happens in the code is that the model.matrix() method > silently omits the column from the regressor matrix. Hence, this goes > unnoticed in the larger model and results in a regressor matrix without any > columns in the case above. Thus, the subscript error. > > hth, > Z > > ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.