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plm (version 1.2-3)

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

37,995

Version

1.2-3

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

January 26th, 2010

Functions in plm (1.2-3)

Produc

US States Production
ercomp

Estimation of the error components
mtest

Arellano--Bond test of Serial Correlation
plm.data

Data Frame Special Format for Panel Data
pbgtest

Breusch--Godfrey Test for Panel Models
Cigar

Cigarette Consumption
Males

Wages and Education of Young Males
LaborSupply

Wages and Hours Worked
dynformula

Dynamic Formula
pvar

Check for Cross-Sectional and Time Variation
pFormula

pFormula: An extended Formula interface for panel data
phtest

Hausman Test for Panel Models
fixef.plm

Extract the Fixed Effects
pggls

General FGLS Estimators
Snmesp

Employment and Wages in Spain
vcovBK

Beck and Katz Robust Covariance Matrix Estimators
pmodel.response

A function to extract the model.response
purtest

Unit root tests for panel data
Gasoline

Gasoline Consumption
Grunfeld

Grunfeld's Investment Data
pcdtest

Tests of cross-section dependence for panel models
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
vcovHC

Robust Covariance Matrix Estimators
EmplUK

Employment and Wages in the United Kingdom
pwartest

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

Panel Data Estimators
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
pbsytest

Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models
pFtest

F Test for Individual and/or Time Effects
Hedonic

Hedonic Prices of Census Tracts in the Boston Area
SumHes

The Penn World Table, v. 5
pwfdtest

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

Durbin--Watson Test for Panel Models
pdim

Check for the Dimensions of the Panel
pht

Hausman-Taylor Estimator for Panel Data
pvcm

Variable Coefficients Models for Panel Data
sargan

Hansen--Sargan Test of Overidentifying Restrictions
pseries

panel series
pgmm

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

Lagrange Multiplier Tests for Panel Models
pooltest

Test of Poolability
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
Crime

Crime in North Carolina
pdata.frame

data.frame for panel data
Wages

Panel Data of Individual Wages