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plm (version 1.0-0)
Linear models for panel data
Description
A set of estimators and tests for panel data
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Install
install.packages('plm')
Monthly Downloads
44,391
Version
1.0-0
License
GPL (>=2)
Maintainer
Yves Croissant
Last Published
April 4th, 2025
Functions in plm (1.0-0)
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fixef.plm
Extract the Fixed Effects
dynformula
Dynamic Formula
pooltest
Test of Poolability
EmplUK
Employment and Wage in England
pggls
General FGLS Estimators
sargan
Hansen--Sargan Test of Overidentifying Restrictions
mtest
Arellano--Bond test of Serial Correlation
plm.data
Data Frame Special Format for Panel Data
pvcovHC
Robust covariance matrix estimators
pvar
Check Whether Variables of a Panel Have Individual and Time Variations
plm
Panel Data Estimators
plmtest
Lagrange Multiplier Tests for Panel Models
pcdtest
Tests of cross-section dependence for panel models
pgmm
General Method of Moments Estimator for Panel Data
pbsytest
Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Mulitiplier Tests for Panel Models
Snmesp
Employment and Wage in Spain
phtest
Hausman Test for Panel Models
pvcm
Variable Coefficients Models for Panel Data
pdwtest
Durbin--Watson Test for Panel Models
pFtest
F Test for Effects
pdim
Check for the Dimensions of the Panel
pwartest
Wooldridge Test for AR(1) Errors in FE Panel Models
pbltest
Baltagi and Li Serial Dependence Test For Random Effects Models
pwtest
Wooldridge's Test for Unobserved Effects in Panel Models
pbgtest
Breusch--Godfrey Test for Panel Models
pwfdtest
Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models