Mediation analysis in panel data

General
1

Hi All,

Currently working on panel data and looking for help in mediation analysis-

Here I tried the code-
model.M <- lm(data2$M ~ data2$X + factor(data$firmid) , data2)
model.Y <- lm(data2$Y ~ data2$X+ data2$M + factor(data$firmid), data2)
results <- mediation::mediate(model.M, model.Y, treat='data2$X', mediator='data2$Y',boot=TRUE, sims=1)

But the code is giving an error-

Error in if (xhat == 0) out <- 1 else { :
missing value where TRUE/FALSE needed

How to resolve this?
Is there any other method to perform mediation analysis for panel data plz suggest

Thanks

2

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