[R] plm package: error subscript out of bounds

[T.Riedle]

Hi everybody,

I am trying to run a panel regression on 10 economic sectors with 4 independent variables, respectively. The plm() function works well for all 10 economic sectors together, i.e. the dataframe containing all sectors.
Now, I am trying to run the same regression for each sector individually. My code looks as follows :



pdata.frame(dataplm_regression_BM,row.names=FALSE)->dataBM

> plmregressionBM<-plm(DeltaCoVaR~VaR+SDSVaR+Vola+value.STLFSI,data=dataBM,model="within",effect="individual")


Unfortunately, it does not work and I get the message

Error in uniqval[as.character(effect), , drop = F] :
  subscript out of bounds

I have been looking for a solution in the internet but have not found an answer to fix the problem.

Does anybody have an idea what I am doing wrong and what must be done to fix the problem?

Thanks in advance.


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