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 individual effects and 831 time effects.
>
paneldata27.fe<-plm(LnMidpeak~DUM1,data=paneldata27,model="within",effect="twoways")
Error in model.matrix.default(~id - 1) :
cannot allocate vector of length 1854301163
Is my panel data set just too large for R?
Thanks very much in advance,
Peter Steele-Mosey
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