Displaying 1 result from an estimated 1 matches for "paneldata27".
Did you mean:
paneldata
2009 Aug 21
1
Panel Data Analysis (PLM) - Fixed Effects - "cannot allocate vector of length"
Hello to all on the list,
I'm trying to estimate a fixed effects model from a large (unbalanced) panel
data set.
I have no problems when using only an individual effect or only a time
effect, but I get an error message when I try for a "twoways" effect. Here
is some of the code:
paneldata27 is the entire panel data set:
> dim(paneldata27)
[1] 1178831 8
> paneldata27<-plm.data(paneldata27,index=c("Account","Day.of.Sample"))
> nlevels(paneldata27$Account)
[1] 1573
> nlevels(paneldata27$Day.of.Sample)
[1] 831
That is there will be 1573 individua...