我有以下数据集：
df <- structure(list(b034 = c(372014, 33392282, 963697, 132599, 20096344,
16763954, 111482, 114488, 12865350, 202375, 6488677, 271387,
359313, 104523, 128172, 143762, 495689, 56584, 604622, 783067
), b094 = c(1980549, 10900551, 753705, 12752, 6644908, 13870084,
12117, 12388, 7459061, 150948, 4990358, 357850, 726953, 525585,
311363, 436576, 731903, 511628, 1628231, 1963048), b113 = c(141744,
43833152, 1819238, 58946, 44092348, 41732042, 61339, 188222,
30245811, 276182, 14643226, 401380, 1219790, 567831, 211055,
182373, 434946, 215029, 1424440, 2771243), b119 = c(17575, 9075581,
772848, 0, 9217552, 6662922, 0, 0, 1928984, 0, 332170, 0, 153062,
154130, 0, 0, 38676, 0, 259485, 430704), b123 = c(41091, 2237667,
43434, 7347, 511429, 3129586, 12547, 21112, 754672, 93001, 1598352,
123397, 104485, 78760, 124238, 125754, 15748, 164960, 340055,
138427), b136 = c(1552, 1386816, 7328, 295, 687958, 612780, 399,
817, 337370, 614, 120176, 588, 57510, 31628, 520, 319, 0, 183,
33515, 203), b147 = c(48951, 1715659, 58832, 13877, 1692717,
1410295, -11509, 37019, 1040208, 56377, 713912, 11328, 48846,
38869, -14615, 41025, 4169, -48078, 272145, 160588), b369 = c(1699865,
40886032, 138723, 0, 39128816, 0, 3773, 0, 0, 0, 0, 37997, 0,
0, 0, 4548, 0, 0, 44070, 29267), reportyear = c(2017L, 2017L,
2017L, 2016L, 2016L, 2015L, 2015L, 2014L, 2014L, 2013L, 2013L,
2012L, 2012L, 2011L, 2011L, 2010L, 2010L, 2009L, 2003L, 2002L
), subjectid = c("04670647", "02649624", "00224871", "00224871",
"02649624", "02649624", "00224871", "00224871", "02649624", "00224871",
"02649624", "00224871", "02649624", "02649624", "00224871", "00224871",
"02649624", "00224871", "00224871", "00224871")), row.names = c(1L,
12L, 18L, 164996L, 229101L, 306280L, 333053L, 386608L, 415725L,
515731L, 533006L, 603723L, 650160L, 694574L, 729140L, 773246L,
780649L, 908163L, 1420682L, 1480284L), class = "data.frame")
数据被组织为面板数据。我想估算固定效果，但是由于某些原因，我想从model.matrix对象估算它。首先，我制作pdataframe对象：
# convert data to panel data
library(plm)
panelData <- pdata.frame(df, index = c("subjectid", "reportyear"), drop.index = FALSE)
然后我创建模型矩阵：
# make matrix from formula
# form <- input$formula
formulaInput <- "b369 ~ b113 + I(b147+b123) + I(b147+b123+b119+b136) + I(b034/b094)"
pform <- pFormula(as.formula(formulaInput))
mf <- model.frame(pform, data = panelData)
modmat <- model.matrix(pform, data = mf, model = "within")
modmat
如何使用modmat对象估算固定效果？我知道如何直接通过plm函数执行此操作，但是我想使用modmat对象。我的尝试：
fe_model <- plm(modmat[, 1] ~ modmat[, -1])
返回错误：
Error in row.names(data) : argument "data" is missing, with no default
答案 0 :(得分：1)
plm函数需要一个data.frame或一个pdata.frame。一旦有了模型矩阵，数据就已经转换了（固定效果被清除了）。因此，您可以运行lm()而不是plm()：
fe_model <- lm(modmat[, 1] ~ modmat[, -1])