Reputation: 193
I had a weird problem in plm() function. Below is the code:
library(data.table)
library(tidyverse)
library(plm)
#Data Generation
n <- 500
set.seed(75080)
z <- rnorm(n)
w <- rnorm(n)
x <- 5*z + 50
y <- -100*z+ 1100 + 50*w
y <- 10*round(y/10)
y <- ifelse(y<200,200,y)
y <- ifelse(y>1600,1600,y)
dt1 <- data.table('id'=1:500,'sat'=y,'income'=x,'group'=rep(1,n))
z <- rnorm(n)
w <- rnorm(n)
x <- 5*z + 80
y <- -80*z+ 1200 + 50*w
y <- 10*round(y/10)
y <- ifelse(y<200,200,y)
y <- ifelse(y>1600,1600,y)
dt2 <- data.table('id'=501:1000,'sat'=y,'income'=x,'group'=rep(2,n))
z <- rnorm(n)
w <- rnorm(n)
x <- 5*z + 30
y <- -120*z+ 1000 + 50*w
y <- 10*round(y/10)
y <- ifelse(y<200,200,y)
y <- ifelse(y>1600,1600,y)
dt3 <- data.table('id'=1001:1500,'sat'=y,'income'=x,'group'=rep(3,n))
dtable <- merge(dt1 ,dt2, all=TRUE)
dtable <- merge(dtable ,dt3, all=TRUE)
# Model
dtable_p <- pdata.frame(dtable, index = "group")
mod_1 <- plm(sat ~ income, data = dtable_p,model = "pooling")
Error in
[.data.frame
(x, , which) : undefined columns selected
I checked all possibilities but I can not figure out why it gives me an error. the columns'names are correct, why R said undefined columns??? Thank you!
Follow up: I add another data set test as the @StupidWolf use to prove
data("Produc", package = "plm")
form <- log(gsp) ~ log(pc)
Produc$group <- Produc$region
pProduc <- pdata.frame(Produc, index = "group")
Produc$group <- rep(1:48, each = 17)
summary(plm(form, data = pProduc, model = "pooling"))
>Error in `[.data.frame`(x, , which) : undefined columns selected
Upvotes: 1
Views: 737
Reputation: 46908
This is extremely weird, the answer is index must not be named "group".
I suspect somewhere in the plm function, it must be adding a "group" to your data.frame.
We can use the example dataset
data("Produc", package = "plm")
form <- log(gsp) ~ log(pc)
Produc$group = Produc$region
pProduc <- pdata.frame(Produc, index = c("group"))
summary(plm(form, data = pProduc, model = "random"))
Error in `[.data.frame`(x, , which) : undefined columns selected
Using the "region" column from which I copied, it works:
pProduc <- pdata.frame(Produc, index = c("region"))
summary(plm(form, data = pProduc, model = "random"))
Oneway (individual) effect Random Effect Model
(Swamy-Arora's transformation)
Call:
plm(formula = form, data = pProduc, model = "random")
Unbalanced Panel: n = 9, T = 51-136, N = 816
Effects:
var std.dev share
idiosyncratic 0.03691 0.19213 0.402
individual 0.05502 0.23457 0.598
theta:
Min. 1st Qu. Median Mean 3rd Qu. Max.
0.8861 0.9012 0.9192 0.9157 0.9299 0.9299
Residuals:
Min. 1st Qu. Median Mean 3rd Qu. Max.
-0.68180 -0.11014 0.00977 -0.00039 0.13815 0.45491
Coefficients:
Estimate Std. Error z-value Pr(>|z|)
(Intercept) -1.099088 0.138395 -7.9417 1.994e-15 ***
log(pc) 1.100102 0.010623 103.5627 < 2.2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Total Sum of Squares: 459.71
Residual Sum of Squares: 30.029
R-Squared: 0.93468
Adj. R-Squared: 0.9346
Chisq: 11647.6 on 1 DF, p-value: < 2.22e-16
For your example, just rename the column "group" and also set it as a factor to avoid the other errors. (For "pooling" it should be treated a categorical not numeric).
dtable <- merge(dt1 ,dt2, all=TRUE)
dtable <- merge(dtable ,dt3, all=TRUE)
dtable$group = factor(dtable$group)
colnames(dtable)[4] = "GROUP"
dtable_p <- pdata.frame(dtable, index = "GROUP")
summary(plm(sat ~ income, data = dtable_p,method="pooling"))
Upvotes: 2