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error message in PLM:
2 messages · Wei-han Liu, Joshua Ulrich
Hi Wei-han Liu, This is not a finance question, so you will likely get faster/better responses by re-posting to R-help. It would also increase the likelihood someone will respond if you include a reproducible example of the error (as suggested in the posting guide). Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Wed, Mar 6, 2013 at 6:46 PM, Wei-han Liu <weihanliu2002 at yahoo.com> wrote:
Hi R users: I am using the plm package for linear panel data analysis but encountered the following message when I try plm function to estimate an random model with individual effect.
data.re.ind <- plm(X.RETURN. ~ IOB + IOBS,data=E,model="random",effect = "individual")
Error in swar(object, data, effect) : the estimated variance of the individual effect is negative
I have tried the other estimation methods ("walhus", "amemiya", "nerlove") in addition to method "swar" but it does not help.
I have googled for answer but I have not found the solution yet. Would some people help in this regard?
Best regards,
Wei-han Liu
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