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DearGiovanni,Congratulationsfor the?truly helpful?plm package! Being new to R, I
have a problem with the plm function for financial markets timeseries data:
After having defined a large, unbalanced panel pdata.frame
(https://www.dropbox.com/s/2r9t1cu9v65gobk/Database_CN_2004.csv?dl=0)and running
a simple OLS model of two variables regressing company returns(Perf) on index
returns (PerfIn)synch <-plm (Perf ~ PerfIn , data=pCN04, na.action = na.omit,
index=c("Unit", "Week"), model="pooling") I
keepreceiving the following error:Error in model.matrix.pFormula(formula, data,
rhs =1, model = model,? : ? NA in theindividual index variableIn
addition:Warning message:In `[.data.frame`(index, as.numeric(rownames(mf)),) :?
NAsintroduced by coercion
There aremuch more NAs in y (Perf) than in x (PerfIn) and I have tried to get
rid ofthem with na.omit. Another error I have is with the same model for the
r.squaredfunction r.squared(pCN04,model=NULL, Perf ~ PerfIn, type=
"ess")Error in tss.default(object, model = model) : ??unused argument
(model = model)In addition: Warning message:In mean.default(haty) : argument is
not numeric or logical: returning NAMany thanks in advance,your help is very
precious to me!Constanze
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