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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...