Error in Spatial lag model

I have a dataset as below (with NAs). I am trying to run a spatial lagged
model

##
E2_mod_pdssat <- as.data.frame(gcp_t_p[,c(2,3)])
names(E2_mod_pdssat) <- c("Lon", "Lat")
row.names(E2_mod_pdssat) <- NULL

coords_matrix  <- as.matrix(E2_mod_pdssat) # create coordinate matrix
IDs <- row.names(as(E2_mod_pdssat, "data.frame"))

spatial_knn2nb_obj <- knn2nb(knearneigh(coords_matrix, k=2, longlat=TRUE),
row.names=IDs)

# Now convert the nb to listw for use in spatial regression call.
# Spatial weights, illustrated with coding style "W" (row standardized)

spatial_knn2listw_obj <- nb2listw(spatial_knn2nb_obj, glist=NULL,
style="W",  zero.policy=TRUE)
Did you examine this object? What did the print method tell you?
E2_mod_pdssat_org_lon_lat <- E2_mod_pdssat_org[, c(2:3)] # The lon and lat
will be required
This object "_org" does not yet exist ...
E2_mod_pdssat_org <- E2_mod_pdssat_org[, -c(2,3)]  # Remove the Lon, Lat
columns that are not required

E2_mod_pdssat_pdata_frame <- pdata.frame(E2_mod_pdssat_org) # Convert data
frame to pdata.frame

So you omitted to say that the data are (unbalanced) panel data ...
All goes well until here but when I try to convert the explanatory
variables in the pdata.frame to spatial lagged variables

E2_mod_pdssat_X_lagged <-
as.data.frame(cbind(slag(E2_mod_pdssat_pdata_frame$tmean, listw =
spatial_knn2listw_obj),
slag(E2_mod_pdssat_pdata_frame$tmeansq, listw = spatial_knn2listw_obj),
slag(E2_mod_pdssat_pdata_frame$pmean, listw = spatial_knn2listw_obj),
slag(E2_mod_pdssat_pdata_frame$pmeansq, listw = spatial_knn2listw_obj)))

I get the following error "Error in lag.listw(listw, xt) : object lengths
differ". What am I doing wrong? I have also tried removing the NAs with
complete.cases.
You have defined weights for one object (possibly a cross section), and 
then try to use them on a different object with a different number of 
rows. If you really want to do this, you need a Kronecker product of the 
spatial weights to take the panel structure of your data into account. 
Further, I doubt strongly that you need to create WX manually, because 
spatial lags of all the required variables are created by model fitting 
functions in the splm package.

Roger
Any help will be greatly appreciated. Thank you.

Sincerely,

Milu

## Data

E2_mod_pdssat_org <- dput(head(temp,5))
structure(list(iso3 = structure(c(30L, 30L, 30L, 1L, 30L), .Label = c(".",
".M", "AFG", "AGO", "ALB", "ARE", "ARG", "ARM", "AUS", "AUT",
"AZE", "BDI", "BEL", "BEN", "BFA", "BGD", "BGR", "BHS", "BIH",
"BLR", "BLZ", "BOL", "BRA", "BRN", "BTN", "BWA", "CAF", "CAN",
"CHE", "CHL", "CHN", "CIV", "CMR", "COD", "COG", "COL", "CRI",
"CUB", "CYP", "CZE", "DEU", "DJI", "DNK", "DOM", "DZA", "ECU",
"EGY", "ERI", "ESH", "ESP", "EST", "ETH", "FIN", "FJI", "FLK",
"FRA", "GAB", "GBR", "GEO", "GHA", "GIN", "GNB", "GNQ", "GRC",
"GRL", "GTM", "GUF", "GUY", "HND", "HRV", "HTI", "HUN", "IDN",
"IND", "IRL", "IRN", "IRQ", "ISL", "ISR", "ITA", "JAM", "JOR",
"JPN", "KAZ", "KEN", "KGZ", "KHM", "KIR", "KOR", "KWT", "LAO",
"LBN", "LBR", "LBY", "LCA", "LKA", "LSO", "LTU", "LUX", "LVA",
"MAR", "MDA", "MDG", "MEX", "MKD", "MLI", "MMR", "MNE", "MNG",
"MOZ", "MRT", "MWI", "MYS", "NCL", "NER", "NGA", "NIC", "NLD",
"NOR", "NPL", "NZL", "OMN", "PAK", "PAN", "PER", "PHL", "PNG",
"POL", "PRI", "PRK", "PRT", "PRY", "QAT", "ROU", "RUS", "RWA",
"SAU", "SDN", "SEN", "SJM", "SLB", "SLE", "SLV", "SOM", "SRB",
"SUR", "SVK", "SVN", "SWE", "SWZ", "SYR", "TCD", "TGO", "THA",
"TJK", "TKM", "TLS", "TUN", "TUR", "TWN", "TZA", "UGA", "UKR",
"URY", "USA", "UZB", "VEN", "VNM", "VUT", "YEM", "ZAF", "ZMB",
"ZWE"), class = "factor"), lon = c(-69L, -68L, -72L, -71L, -70L
), lat = c(-55L, -55L, -54L, -54L, -54L), tmean = c(NA, NA,
4.55847677595631,
4.06015710382516, 3.71010245901642), pmean = c(NA, NA, 2.45569896697998,
1.6384220123291, 1.43925595283508), lngdp = c(-0.102380074560642,
-2.3195972442627, 0.0122363297268748, -0.483756244182587, -6.29744625091553
), tmeansq = c(NA, NA, 20.7797107696533, 16.4848766326904, 13.7648601531982
), pmeansq = c(NA, NA, 6.03045749664307, 2.68442678451538, 2.07145762443542
)), .Names = c("iso3", "lon", "lat", "tmean", "pmean", "lngdp",
"tmeansq", "pmeansq"), row.names = c("1", "2", "3", "4", "5"), class =
"data.frame")

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Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 91 00
e-mail: Roger.Bivand at nhh.no
http://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
http://depsy.org/person/434412

Error in Spatial lag model

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