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plm (version 1.2-5)

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

1.2-5

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

July 24th, 2010

Functions in plm (1.2-5)

pbsytest

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

Tests of cross-section dependence for panel models
Grunfeld

Grunfeld's Investment Data
pbgtest

Breusch--Godfrey Test for Panel Models
plmtest

Lagrange Multiplier Tests for Panel Models
dynformula

Dynamic Formula
Cigar

Cigarette Consumption
pvcm

Variable Coefficients Models for Panel Data
pgmm

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

pFormula: An extended Formula interface for panel data
LaborSupply

Wages and Hours Worked
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
plm

Panel Data Estimators
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
Gasoline

Gasoline Consumption
pggls

General FGLS Estimators
plm.data

Data Frame Special Format for Panel Data
Wages

Panel Data of Individual Wages
pFtest

F Test for Individual and/or Time Effects
Males

Wages and Education of Young Males
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
pht

Hausman-Taylor Estimator for Panel Data
pmodel.response

A function to extract the model.response
purtest

Unit root tests for panel data
vcovBK

Beck and Katz Robust Covariance Matrix Estimators
pdata.frame

data.frame for panel data
Snmesp

Employment and Wages in Spain
vcovHC

Robust Covariance Matrix Estimators
pwfdtest

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

panel series
pdwtest

Durbin--Watson Test for Panel Models
r.squared

R squared for panel data
ercomp

Estimation of the error components
pwartest

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

Employment and Wages in the United Kingdom
pvar

Check for Cross-Sectional and Time Variation
SumHes

The Penn World Table, v. 5
Hedonic

Hedonic Prices of Census Tracts in the Boston Area
fixef.plm

Extract the Fixed Effects
sargan

Hansen--Sargan Test of Overidentifying Restrictions
pooltest

Test of Poolability
Crime

Crime in North Carolina
pdim

Check for the Dimensions of the Panel
phtest

Hausman Test for Panel Models
Produc

US States Production
mtest

Arellano--Bond test of Serial Correlation