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plm (version 1.2-1)

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

49,214

Version

1.2-1

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

September 29th, 2009

Functions in plm (1.2-1)

Cigar

Cigarette Consumption
SumHes

The Penn Table
Hedonic

Hedonic Prices of Cencus Tracts in Boston
Grunfeld

Grunfeld Investment Data
Produc

US States Production
EmplUK

Employment and Wage in England
pht

Hausman-Taylor Estimator for Panel Data
Crime

Crime in North Carolina
fixef.plm

Extract the Fixed Effects
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
pFormula

pFormula : an extended Formula for panel data
dynformula

Dynamic Formula
pooltest

Test of Poolability
Males

Wages and Education of Young Males
pbgtest

Breusch--Godfrey Test for Panel Models
mtest

Arellano--Bond test of Serial Correlation
Wages

Panel Data of Individual Wages
LaborSupply

Wages and Hours Worked
ercomp

Estimation of the error components
pmodel.response

A function to extract the model.response
Snmesp

Employment and Wage in Spain
plmtest

Lagrange Multiplier Tests for Panel Models
pdim

Check for the Dimensions of the Panel
Gasoline

Gasoline Consumption
pgmm

Generalized Method of Moments (GMM) Estimation for Panel Data
pbsytest

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

Robust Covariance Matrix Estimators
pccep

Common Correlated Effects Pooled estimator
pcdtest

Tests of cross-section dependence for panel models
pdata.frame

data.frame for panel data
plm.data

Data Frame Special Format for Panel Data
pggls

General FGLS Estimators
pvcm

Variable Coefficients Models for Panel Data
pFtest

F Test for Effects
cipstest

Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
pseries

panel series
sargan

Hansen--Sargan Test of Overidentifying Restrictions
purtest

Unit root tests for panel data
phtest

Hausman Test for Panel Models
pvar

Check for Cross-Sectional and Time Variation
pmg

Mean Groups (MG), Demeaned MG and CCE MG estimators
pdwtest

Durbin--Watson Test for Panel Models
pwartest

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

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

R squared for panel data
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
plm

Panel Data Estimators
vcovBK

Beck and Katz Robust Covariance Matrix Estimators