Question

我希望在面板数据中运行回归。我的索引中有NA（ID，时间）。我不想删除索引中的NA。

Result<-plm(TBL~Tang+Prof+LnSALES+MB,data=Panel,model="within",index=c("Firms","Time"))

当我上面的代码时，它返回：

at least one couple (id-time) has NA in at least one index dimension in 
resulting pdata.frame 
to find out which, use e.g. table(index(your_pdataframe), useNA = "ifany")
Error in model.matrix.pFormula(formula, data, rhs = 1, model = model,  : 
NA in the individual index variable

如果没有删除NA，如何在索引中使用NA运行面板回归？感谢

Answer 1

由于您只是想省略索引为NA的观察，您可以这样做：

Result <- plm(TBL ~ Tang + Prof + LnSALES + MB,
              data=Panel[which(!is.na(Panel$Firms)), ],
              model="within", index=c("Firms", "Time"))

解释

data=Panel[which(!is.na(Panel$Firms)), ]告诉plm()将Panel的{{1}}的子集用作Panel$Firms不是NA的数据。那你就不能解决问题了

at least one couple (id-time) has NA in at least one index dimension in 
resulting pdata.frame

如何处理Panel数据索引中的NA

1 个答案:

解释