Wei-han Liu
10 years ago
Hi R users:
I am conducting high frequency data analysis based on plm package. It works fine for the dataset with lower data frequency but not for 1-min dataset. Listed below is the error message:pooltest(form, ?data ?= ?E, ?effect ?= ?"individual", ?model ?= ?"within")Error in model.frame.default(terms(formula, lhs = lhs, rhs = rhs, data = data), ?:? variable lengths differ (found for 'lag(IOB, k = 1)')Calls: pooltest ... model.frame.Formula -> model.frame -> model.frame.defaultExecution halted
I have encountered the same error message when I tried the other functions for testing and estimation in package plm. I check the original dataset and all the columns are of the same length but the error message indicates otherwise:?variable lengths differ (found for 'lag(IOB, k = 1)').?lag(IOB, k = 1) denotes the lagged term of variable IOB with one period.?
I googled and found some people raised the similar question but no helpful tip is provided yet. For example,?R help - length of variable in mlogit
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| ? | | ? | ? | ? | ? | ? |
| R help - length of variable in mlogitlength of variable in mlogit. Dear all, does anybody have experience with building logits in Mlogit? I want to test the use of a couple of alternative specific vari... |
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| View on r.789695.n4.nabble.com | Preview by Yahoo |
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| ? |
?Could some people share advice and help in this regard?
Best regards,
Weihan
[[alternative HTML version deleted]]
I am conducting high frequency data analysis based on plm package. It works fine for the dataset with lower data frequency but not for 1-min dataset. Listed below is the error message:pooltest(form, ?data ?= ?E, ?effect ?= ?"individual", ?model ?= ?"within")Error in model.frame.default(terms(formula, lhs = lhs, rhs = rhs, data = data), ?:? variable lengths differ (found for 'lag(IOB, k = 1)')Calls: pooltest ... model.frame.Formula -> model.frame -> model.frame.defaultExecution halted
I have encountered the same error message when I tried the other functions for testing and estimation in package plm. I check the original dataset and all the columns are of the same length but the error message indicates otherwise:?variable lengths differ (found for 'lag(IOB, k = 1)').?lag(IOB, k = 1) denotes the lagged term of variable IOB with one period.?
I googled and found some people raised the similar question but no helpful tip is provided yet. For example,?R help - length of variable in mlogit
| ? |
| ? | | ? | ? | ? | ? | ? |
| R help - length of variable in mlogitlength of variable in mlogit. Dear all, does anybody have experience with building logits in Mlogit? I want to test the use of a couple of alternative specific vari... |
| |
| View on r.789695.n4.nabble.com | Preview by Yahoo |
| |
| ? |
?Could some people share advice and help in this regard?
Best regards,
Weihan
[[alternative HTML version deleted]]