plm package: error subscript out of bounds
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.