similar to: R: Problems using log() in a plm() regression.

hey guys I have a panel data set that i want to perform some regressions on. I am using the /plm/ package. I defined a model in the following way: PWBw.pool <- plm(*PWB* ~ log(*I_EQON*) + log(*RD*) + ... + *PAGRI*, data = pfem, na.action=na.exclude, model="pooling") When i run this it gives the following error (the error remains when i use other model = "" specifications

Hey I am trying to run /coeftest()/ using a heteroskedasticity-consistent estimation of the covariance matrix and i get this error: # packages >library(lmtest) >library(sandwich) #test > coeftest(*GSm_inc.pool*, vcov = vcovHC(*GSm_inc.pool*, method="arellano", > type="HC3")) /Fehler in 1 - diaghat : nicht-numerisches Argument f?r bin?ren Operator/ something like:

Dear Kailas Gokhale, The negative individual variance is not a problem with your code or plm. It a property of your data. Please check the posts of Giovanni Millo on this topic: [R] R: plm random effect: the estimated variance of the individual effect is negative Millo Giovanni Giovanni_Millo at Generali.com Sat Jan 5 10:10:01 CET 2013 You can find the posts in the archive by rseek.org.

When using the PLM package (version 1.2-8), I encounter the probem that calling the FGLS estimator evokes strange behavior, when choosing the "random" effects model. After calling the PGGLS function to estimate FGLS, PLM gives me a warning, stating that the "random" model has been replaced with the "pooling" model. I would, however, really like to estimate the random

Hello, I am switching to R from Stata and I am having particular trouble with the transition from Stata's 'xtabond' and 'ivreg' commands to the "plm" package. I am trying to replicate some of the dynamic panel data work using the UK Employment data in Arellano and Bond (1991) and available as 'EmplUK' under the 'plm' package. I have been

Hello Giovanni I made a minor modification to your function, which now allows to compute the within R-sq in Twoways Within models (see below). However I ran into an issue that I have already encountered before: whenever I try to fit Twoways Within models on my unbalanced data, the process is strangely slow and I usually terminate it either after ~15min or when my CPU hits 100C. This is similar to

Hello Cecilia, nice hearing from you again. I must restate a couple of my old hints, though ;^) 1) please always put the authors c/c, as we are not guaranteed to browse through the r-help every day 2) please provide reproducible examples. As example(pooltest) keeps working fine, as do some other cases I tried (Grunfeld data etc.), I don't know what the problem is but evidently your data are

Hello, I am trying to run a fixed effects panel regression on data containing 5 columns and 1,494 rows. I read the data in as follows: >drugsXX<-read.csv(file="C:\\Folder\\vX.X\\Drugs\\drugsXX_panel.csv", head=TRUE, sep=",") Verified it read in correctly and had a good data.frame: >dim(drugsXX) [1] 1494 5 >drugs XX produce expected data with correct column

Matteo, I fully agree with David: please read the posting guide. Anyway, the error message says it all: "the estimated variance of the individual effect is negative". See e.g. the "basic panel" chapter (10 or 11) in Wooldridge's "Econometric Analysis of XS and Panel Data" to understand why this may happen. Stata's behaviour is (as far as I remember) to

Dear all, First, I would like to thank you for your immense work. My question is about a frequent topic which I am not able to solve - even after hours of search in the mailing lisy. I would like to analyse random-effects (and fixed-effects)models of longitudinal / panel data with sampling weights. I have an unbalanced panel of different individuals in 5 years and income data as well as their

Hello, I am trying to use the plm package for panel econometrics. I am just trying to get started and load my data. It seems from most of the sample documentation that I need to use the pdata.frame function to get my data loaded. However, even after installing the "plm" package, my R installation cannot find the function. I am trying to follow the example in plmEN.pdf (

Dear All, I'm looking to perform an ANOVA between two nested panel fixed effects models. I tried with anova, as well as with waldtest. anova tells me there is no method available for plm objects, while waldtest tells me my models are not nested. I think they are instead. The difference between the two models is that in the second I let the regression coefficients of a given variable variate

Dear plm Package users, I use the plm package a lot but I have not updated it for some times. Now I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation). library(plm) data("Produc", package="Ecdat") estimation_method<-"within" estimation_effect<-"individual" zz

Dear Sir, Thank you for accepting my request for registration on this site. I am trying to solve panel data problems using plm package , but while suing random effect model i am getting following messege saying " Warning message:In sqrt(sigma2) : NaNs produced " In some other cases i am getting message saying where TSS = NA , that I am not understanding I am sending you my code along

Dear "plm"-Package insiders, [I posted the following observation is April already but unfortunately I am not aware of any answers. With the hope that someone found an answer in the mean time, I ask again:] I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation). library(plm) data("Produc",

I have an unexpected result with the functions lag() and diff() in the plm (panel data) package when used with transform(). These plm-specific functions are supposed to generate lags and first differences within each panel. lag() does not work properly the first time (it reproduces the same series--this is a common time series pitfall), BUT then it does work properly when it is run a second

Hi all, I have a problem in installing and using the plm package using R 2.2.0 on windows xp. I installed it from a .zip file downloaded from the CRAN. Apparently everything is ok: > utils:::menuInstallLocal() package 'plm' successfully unpacked and MD5 sums checked updating HTML package descriptions However, when I try to load it: > library(plm) Errore in lazyLoadDBfetch(key,

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 a

Dears, Unfortunatelly, the packages relaimpo and relimp do not seem to work with plm function (plm package) or gls function (in nlm package). I've been studying on how to adapt one of them for this pourpose. In that sense, I have two questions regarding to this work: 1) have anyone hard of any workaround for those incompatibilities, or at least of any ideas on that - especially for plm? 2)

Dear R help, I use the package plm the function plm() to analyse a panel data and estimate a fixeffect model. I use the code as follow : fe <- plm(y~x+z, data, model = "within") I want to use bootstrap to estimate standard error I consult the paper plm.pdf , but I can't find any answer. Can I estimate variance with bootstrap? Thanks, Helen