Hello, I am working on a data set (already as a plm.data object) located here: http://econsteve.com/arch/plmWithDensity.Robj
With the following R session: > library(plm) ... >load("plmWithDensity.Robj") >model <- plm(RATE ~ density08, data=plmWithDensity) Error: subscript out of bounds I am not understanding the "subscript out of bounds" error, as this is a balanced panel and there are no holes in the data set. Any help would be very much appreciated. The model I am trying to run is > model2 <- plm(RATE~ AGR.PCT+SVC.PCT+IND.PCT+density08, data=plmWithDensity) This code runs fine, but I do not get any coefficients for density08 > summary(model2) Oneway (individual) effect Within Model Call: plm(formula = RATE ~ AGR.PCT + SVC.PCT + IND.PCT + density08, data = plmWithDensity) Balanced Panel: n=89, T=26, N=2314 Residuals : Min. 1st Qu. Median 3rd Qu. Max. -1860.0 -475.0 11.3 526.0 1250.0 Coefficients : Estimate Std. Error t-value Pr(>|t|) AGR.PCT 34192.60 4281.07 7.9869 1.383e-15 *** SVC.PCT 4024.83 457.17 8.8037 < 2.2e-16 *** IND.PCT -16545.62 1541.32 -10.7347 < 2.2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Total Sum of Squares: 985150000 Residual Sum of Squares: 852060000 F-statistic: 115.692 on 3 and 2222 DF, p-value: < 2.22e-16 > What is going on? Any advice is appreciated. Thanks, -stephen ========================================== Stephen J. Barr University of Washington WEB: www.econsteve.com ========================================== ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.