I get a warning message from the plm package in R when I perform ´summary()´ of a model:
1: In Ops.pseries(y, bX) : indexes of pseries have same length but not same content: result was assigned first operand's index 2: In Ops.pseries(y, bX) : indexes of pseries have same length but not same content: result was assigned first operand's index
I used the following code:
library(dplyr)
library(lubridate)
library(plm)
data <- data.frame(ID = rep(c("123456", "234567", "345678", "456789", "567890", "678901", "789012", "890123", "901234","9012345"), each = 24),
month = rep(seq(dmy("01.01.2019"), dmy("01.12.2020"), by = "1 months"),10), group = rep(c(rep(T, 12), rep(F, 12)), 10),
temperature = runif(24*10, 0, 1)) %>%
group_by(ID, group) %>% mutate(consumption = ifelse(group, runif(12, 1,2), runif(12,2,3)))
pdata <- pdata.frame(x = data, index = c("ID", "month"))
model <- plm(formula = consumption ~ group + temperature, data = pdata, effect = "individual", model = "within")
summary(model)
## Warnmeldungen:
## 1: In Ops.pseries(y, bX) :
## indexes of pseries have same length but not same content: result was assigned first operand's index
## 2: In Ops.pseries(y, bX) :
## indexes of pseries have same length but not same content: result was assigned first operand's index
My thought was that it could be one of the two indices. However, I get the same warning message when I either use "ID" or "month" as index.
It seems like plm
or pdata.frame
does not like some modifications injected into the data frame by some transformation you perform on the data prior to estimation.
Make sure to feed a clean data frame to pdata.frame
like this and the code runs fine:
fdata <- data.frame(data)
pdata <- pdata.frame(x = fdata, index = c("ID", "month"))
model <- plm(formula = consumption ~ group + temperature, data = pdata, effect = "individual", model = "within")
summary(model)
## Oneway (individual) effect Within Model
##
## Call:
## plm(formula = consumption ~ group + temperature, data = pdata,
## effect = "individual", model = "within")
##
## Balanced Panel: n = 10, T = 24, N = 240
##
## Residuals:
## Min. 1st Qu. Median 3rd Qu. Max.
## -0.581113 -0.237459 0.031184 0.252256 0.541147
##
## Coefficients:
## Estimate Std. Error t-value Pr(>|t|)
## groupTRUE -1.020820 0.038559 -26.4743 <2e-16 ***
## temperature -0.029801 0.064738 -0.4603 0.6457
## ---
## Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
##
## Total Sum of Squares: 82.792
## Residual Sum of Squares: 20.318
## R-Squared: 0.75459
## Adj. R-Squared: 0.74275
## F-statistic: 350.521 on 2 and 228 DF, p-value: < 2.22e-16