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r - R plm 包中关于长度相同但内容不同的索引的警告消息

问题描述

当我执行模型的“summary()”时，我从 R 中的 plm 包中收到一条警告消息：

1：在 Ops.pseries(y, bX) 中：pseries 的索引具有相同的长度但不同的内容：结果分配给第一个操作数的索引 2：在 Ops.pseries(y, bX) 中：pseries 的索引具有相同的长度但不相同内容：结果被分配第一个操作数的索引

我使用了以下代码：

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

我的想法是它可能是两个指数之一。但是，当我使用“ID”或“月”作为索引时，我会收到相同的警告消息。

数据馈送的摘录如下所示： 在此处输入图像描述

标签： rstatisticspanel-dataplm

解决方案

通过在估计之前对数据执行的某些转换，似乎plm或pdata.frame不喜欢将某些修改注入数据帧。

确保提供一个干净的数据框，pdata.frame这样代码运行良好：

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

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