Question

有没有人理解为什么我的R会话出现致命错误：尝试运行此面板线性模型时R会话中止：

date1 <- c("01.01.2000","02.01.2000","03.01.2000","06.01.2000","07.01.2000","09.01.2000","01.01.2000","02.01.2000","03.01.2000","06.01.2000","07.01.2000","09.01.2000")
ret1 <- c(-2.0,1.1,3,1.4,-0.2, 0.6, 0.1, -0.21, -1.2, 0.9, 0.3, -0.1)
company1 <- c("1","1","1","1","1","1","2","2","2","2","2","2")
df <- data.frame(date1, ret1, company1, stringsAsFactors=F)

df$DATE <- df$date1
df$date1 <- NULL
df$RET <- df$ret1
df$ret1 <- NULL
df$PERMNO <- df$company1
df$company1 <- NULL


date2 <- c("02.01.2000","03.01.2000","06.01.2000","09.01.2000","03.01.2000","07.01.2000","09.01.2000")
news2 <- c("blabla11", "blabla12","blabla13","blabla14","blabla21","blabla22","blabla23")
company2 <- c("1","1","1","1","2","2","2")
klasse <- c("-1", "1", "0", "1", "0", "1", "0")

event <- data.frame(date2, news2, company2, klasse, stringsAsFactors=F)

event$DATE <- event$date2
event$date2 <- NULL
event$ARTICLE <- event$news2
event$news2 <- NULL
event$PERMNO <- event$company2
event$company2 <- NULL


mypanel <- merge(event, df, by.x=c("DATE", "PERMNO"), by.y=c("DATE", "PERMNO"))
mypanel

#         DATE PERMNO klasse  ARTICLE  RET
# 1 02.01.2000      1     -1 blabla11  1.1
# 2 03.01.2000      1      1 blabla12  3.0
# 3 03.01.2000      2      0 blabla21 -1.2
# 4 06.01.2000      1      0 blabla13  1.4
# 5 07.01.2000      2      1 blabla22  0.3
# 6 09.01.2000      1      1 blabla14  0.6
# 7 09.01.2000      2      0 blabla23 -0.1

当我尝试运行时：

mymodel <- plm(RET ~ klasse, data=mypanel,
             index=c("DATE", "PERMNO"),
             model="within", 
             effect="time")

我收到致命错误：R会话中止！

运行此代码时是否还有其他人遇到此错误？

Answer 1

我运行了你的代码，这就是我得到的：

模型公式：RET~klasse

系数：klasse0 klasse1 0.11667 0.79167

您使用的是哪个版本的R？我正在使用R 3.0.3。

尝试运行plm时R会话中止

1 个答案: