lijuan huang
2016-Aug-29 16:10 UTC
[R] Plm function, error in uniqval[as.character(effect), , drop = F]
Hi, there, I am trying to run a panel regression with a huge dataset, which has lots of missing values. Here is some description of all variables.> str(com3)Classes ?plm.dim? and 'data.frame': 172153 obs. of 30 variables: $ tic : Factor w/ 3435 levels "A","AA","AAC",..: 1 1 1 1 1 1 1 1 1 1 ... $ idate : Factor w/ 81309 levels "2001/12/31 0:27",..: 34 2371 2450 4789 5977 7297 7650 9988 11288 12749 ... $ IS_EFFECTIVE : int 1 1 1 1 1 1 1 1 1 1 ... $ MATERIAL_WEAKNESS : int 0 0 0 0 0 0 0 0 0 0 ... $ SIG_DEFICIENCY : int 0 0 0 0 0 0 0 0 0 0 ... $ NOTEFF_ACC_RULE : int 0 0 0 0 0 0 0 0 0 0 ... $ NOTEFF_FIN_FRAUD : int 0 0 0 0 0 0 0 0 0 0 ... $ NOTEFF_OTHER : int 0 0 0 0 0 0 0 0 0 0 ... $ IC_OP_TYPE_a1m0 : int NA NA NA NA NA NA NA NA NA NA ... $ AUDITOR_FKEY : int NA NA NA NA NA NA NA NA NA NA ... $ AUDITOR_AGREES : int NA NA NA NA NA NA NA NA NA NA ... $ COMBINED_IC_OP : int NA NA NA NA NA NA NA NA NA NA ... $ IC_IS_EFFECTIVE_Y1N0: Factor w/ 4 levels "","0","1","ND": NA NA NA NA NA NA NA NA NA NA ... $ AUDIT_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ NON_AUDIT_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ BENEFITS_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ IT_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ TAX_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ AUDIT_RELATED_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ OTHER_FEES : int NA NA NA NA NA NA NA NA NA NA ... $ CARD : int NA NA NA NA NA NA NA NA NA NA ... $ DISC : int NA NA NA NA NA NA NA NA NA NA ... $ HACK : int NA NA NA NA NA NA NA NA NA NA ... $ INSD : int NA NA NA NA NA NA NA NA NA NA ... $ PHYS : int NA NA NA NA NA NA NA NA NA NA ... $ PORT : int NA NA NA NA NA NA NA NA NA NA ... $ STAT : int NA NA NA NA NA NA NA NA NA NA ... $ UNKN : int NA NA NA NA NA NA NA NA NA NA ... $ BRCH : int NA NA NA NA NA NA NA NA NA NA ... $ ddate : Factor w/ 81306 levels "2001/12/31 0:27",..: 34 2371 2450 4789 5977 7297 7650 9988 11288 12749 ... And I ran a panel regression as follow: rm(list=ls()) library(plm) como3 <- read.csv(file.path('como3.csv'),header = T, stringsAsFactors = F) com3=plm.data(como3, indexes = NULL) summary(com3) Y <- cbind(com3$BRCH) X <- cbind(com3$IS_EFFECTIVE,com3$MATERIAL_WEAKNESS,com3$SIG_DEFICIENCY,com3$IC_IS_EFFECTIVE_Y1N0,com3$AUDITOR_AGREES,com3$COMBINED_IC_OP,com3$AUDIT_FEES) fixed <- plm(Y ~ X,com3, index = c("tic","idate"),effect="individual",model = "within") summary(fixed) Unfortunately, I got this error: series IT_FEES, BRCH are constants and have been removedError in uniqval[as.character(effect), , drop = F] : incorrect number of dimensions BRCH is my dependent variable, which is a dichotomous variable (happened =1, unhappen=0). I don't know why it is considered as the "constant"? Does it cause this error? I have been looking for a solution in the internet for several days, but have not found an answer to fix the problem. Does anybody have an idea what I am doing wrong and what must be done to fix the problem? Thanks in advance. Lynn Huang [[alternative HTML version deleted]]