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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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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)
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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