Hi,
I am having a problem with a fixed-effects regression using the "plm"
package. A regression of this form runs just fine:
plm(y ~ x*z, data=datasubset, model="within")
but when i try to add a lag in there, and run it on the same dataset,
like this:
plm(y ~ x*z + lag(x,-1)*z, data=datasubset, model="within")
it fails with this error:
Error in dimnames(x) <- dn :
length of 'dimnames' [2] not equal to array extent
I am not sure how to dig in further to figure out what exactly is wrong,
and I'd appreciate any pointers.
I tested it with a simple test dataframe and an even simpler model, and
the same result obtains. Here's the code to reproduce:
library(plm)
a = data.frame(id = rep(1:20, 5), time = rep(1:5, each=20), y =
rnorm(100), x = rnorm(100))
plm(x ~ y, data=a, model="within") # this runs fine
plm(x ~ y + lag(y), data=a, model="within") #this errors out
Am i just not using plm correctly here? according to page 9 of the
vignette, it should accept a formula of this type...
Any help appreciated!
Thanks,
Daniel
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