Hi,R 2.15.2 plm() function on Windows 7
I have a problem with the variance estimation in a random effect model
I used this formula to get my result, and it works:reg <- deltaF ~ L1.deltaF +
L2.deltaF + deltaCDS + L1.deltaCDS + L2.deltaCDS + L3.deltaCDS + deltaUS_Yields
+ deltaZ + L1.deltaZ + L2.deltaZfixed <- plm(reg, data=Mody_R, na.action =
na.exclude, index=c("country_id", "datestata"), model="random")
but when i split my dataframe into several groups it gives me this error:"Error
in swar(object, data, effect) : the estimated variance of the individual
effect is negative"
The code i used to split the dataframe is:SplitMody <- split(Mody_R,
Mody_R$period)SplitFixed <- lapply(SplitMody, function(Mody_R) plm(reg,
data=Mody_R, na.action = na.exclude, index=c("country_id", "datestata"),
model="random"))
I want to point the all the code works perfectly in a within model, and I tried
using all the random.method for the variance estimation.In addition I used the
same model in Stata and it works... (the results are identical for a within
model in R and Stata)
I'll be really gratefull if someone can help me.
Thanks,Matteo
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