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MCMCglmm error message - data.frame subscripts

Hello,

I'm getting an error message with MCMCglmm that I can't figure out.

The data:

Pedigree
animal sire dam
1 1001001   NA  NA
2 1001002   NA  NA
3 1001003   NA  NA
4 1001004   NA  NA
5 1001005   NA  NA
6 1001006   NA  NA

Phenotype
animal  PP
36 20020999 4.0
38 20021000 2.5
43 20021001 3.5
46 20021002 3.5
52 20021003 4.0
53 20021004 5.0

(I have more animals in the pedigree than I have phenotypes for)
pedigree=ped, data=pp9, nitt=100000, burnin=10000, thin=10)
Error in `[<-.data.frame`(`*tmp*`, , response.names, value = c(4, 2.5,  :
   missing values are not allowed in subscripted assignments of data frames


Which data.frame subscripts does this refer to? Am I neglecting to set 
some parameter? I have removed all the NAs from the phenotype 
data.frame. I ran MCMCglmm with very small trial data, so I think the 
problem is with my data but I can't find where.
R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
  [7] LC_PAPER=C                 LC_NAME=C
  [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] MCMCglmm_2.17   corpcor_1.6.4   ape_3.0-7       coda_0.16-1
[5] Matrix_1.0-10   lattice_0.20-13 tensorA_0.36

loaded via a namespace (and not attached):
[1] compiler_2.15.1 gee_4.13-18     grid_2.15.1     nlme_3.1-108
[5] tools_2.15.1


I'd appreciate any suggestions,
Liz