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plm (version 1.1-0)

Linear models for panel data

Description

A set of estimators and tests for panel data

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Version

Install

install.packages('plm')

Monthly Downloads

52,260

Version

1.1-0

License

GPL (>=2)

Maintainer

Yves Croissant

Last Published

April 4th, 2025

Functions in plm (1.1-0)

Crime

Crime in North Carolina
EmplUK

Employment and Wage in England
Cigar

Cigarette Consumption
pvcm

Variable Coefficients Models for Panel Data
Gasoline

Gasoline Consumption
Produc

Us States Production
pwfdtest

Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
pdwtest

Durbin--Watson Test for Panel Models
dynformula

Dynamic Formula
LaborSupply

Wages and Hours Worked
pcdtest

Tests of cross-section dependence for panel models
pFtest

F Test for Effects
pbgtest

Breusch--Godfrey Test for Panel Models
Grunfeld

Grunfeld Investment Data
mtest

Arellano--Bond test of Serial Correlation
phtest

Hausman Test for Panel Models
Wages

Panel Datas of Individual Wages
pggls

General FGLS Estimators
Snmesp

Employment and Wage in Spain
SumHes

The Penn Table
fixef.plm

Extract the Fixed Effects
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
Males

Wages and Education of Young Males
pdim

Check for the Dimensions of the Panel
pgmm

General Method of Moments Estimator for Panel Data
Hedonic

Hedonic Prices of Cencus Tracts in Boston
pwartest

Wooldridge Test for AR(1) Errors in FE Panel Models
plm

Panel Data Estimators
pvar

Check Whether Variables of a Panel Have Individual and Time Variations
pbsytest

Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Mulitiplier Tests for Panel Models
ercomp

Estimation of the error components
plmtest

Lagrange Multiplier Tests for Panel Models
pooltest

Test of Poolability
sargan

Hansen--Sargan Test of Overidentifying Restrictions
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
vcovHC

Robust Covariance Matrix Estimators
plm.data

Data Frame Special Format for Panel Data