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新手小白求指教,非常简单的面板数据回归,但第一步就出现如下报错,急问:
head(pan)
firm date ind ri_rf rm_rf
[1,] 10001 15 4920 -5.472647 -5.486817
[2,] 10001 17 4920 -5.444599 -5.469683
[3,] 10001 18 4920 -5.425185 -5.441004
[4,] 10001 19 4920 -5.417299 -5.417540
[5,] 10001 20 4920 -5.387353 -5.347484
[6,] 10001 1 4920 -5.420000 -5.401413
model.pooled <-plm(ri_rf~rm_rf,data=pan,model="pooling",index=c("firm","date"))
Error in pdata.frame(data, index) :
variable firm does not exist (individual index)
(firm这个指标其实有很多选项不知10001的哈)