Johann Maier
2011-May-06 13:19 UTC
[R] pcse package error message concerning nrows of using data
Dear R Community,
I am currently facing this seemingly obscure Problem with Panel
Corrected Standard Errors (PCSE) following Beck & Katz (1995). As the
authors suggest, I regressed a linear model (tmodel) with lm() with
option "na.action=na.exclude" (I have also tried other options here).
My
dataframe is organized in pooled times series fashion, but with various
missing values along the spacial and temporal dimension.
library(pcse)
tmodel<-lm(var1 ~ var2 + var3 + var4 + as.factor(year) ,
data=dataframe.2, na.action="na.exclude")
pcse.tmodel<-pcse(tmodel, groupN = country, groupT = year,
pairwise=TRUE)
Error in pcse(tmodel, groupN = country, groupT = year, pairwise =
TRUE) :
Length of groupN and groupT must equal nrows of using data.
I have checked the length of groupN, groupT and the residuals of tmodel,
only to find out they are equally long (N=1667.) To my knowledge, the
pairwise=TRUE argument should have accounted for the Problem of missing
values, i.e. an unbalanced panel. But pairwise=FALSE produces the same
error message.
Would repeating the regression only with cases without missing values
solve the problem?
I hope I have given sufficient information for you to be able to
identify the problem.
Thanks in advance,
Johann Maier
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