R help - May 2009 - panel question (plm)

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 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
==========================================

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