Dear Constanze,
the error message gives you a hint, where the problem might be. The
first error massage says that you have NAs in your index variables
"Unit" and "Week". You can check that with the is.na() function. The
second error message (r.squared) tells you to specify the model, that is
on which transformation of the data the R-squared has to be computed.
There is no default. Moreover, you insert a dataframe ("pCN04") instead
on a plm object in r.squared().
Kind regards
Nina Schönfelder
-----
FernUniversität in Hagen
Fakultät für Wirtschaftswissenschaft
Lehrstuhl für Volkswirtschaftslehre,
insbes. Makroökonomik
58084 Hagen
On 16/02/15 22:25, fay constanze wrote:
DearGiovanni,Congratulationsfor the?truly helpful?plm package! Being new to R, I have a problem with the plm
function for financial markets timeseries data: After having defined a large, unbalanced panel pdata.frame
(https://www.dropbox.com/s/2r9t1cu9v65gobk/Database_CN_2004.csv?dl=0)and running a simple OLS model of two
variables regressing company returns(Perf) on index returns (PerfIn)synch <-plm (Perf ~ PerfIn , data=pCN04,
na.action = na.omit, index=c("Unit", "Week"), model="pooling") I keepreceiving the
following error:Error in model.matrix.pFormula(formula, data, rhs =1, model = model,? : ? NA in theindividual
index variableIn addition:Warning message:In `[.data.frame`(index, as.numeric(rownames(mf)),) :? NAsintroduced
by coercion
There aremuch more NAs in y (Perf) than in x (PerfIn) and I have tried to get rid ofthem
with na.omit. Another error I have is with the same model for the r.squaredfunction
r.squared(pCN04,model=NULL, Perf ~ PerfIn, type= "ess")Error in
tss.default(object, model = model) : ??unused argument (model = model)In addition:
Warning message:In mean.default(haty) : argument is not numeric or logical: returning
NAMany thanks in advance,your help is very precious to me!Constanze
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