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plm (version 1.2-8)

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

60,591

Version

1.2-8

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

December 24th, 2011

Functions in plm (1.2-8)

pcdtest

Tests of cross-section dependence for panel models
pggls

General FGLS Estimators
pwartest

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

Hansen--Sargan Test of Overidentifying Restrictions
Males

Wages and Education of Young Males
pFormula

pFormula: An extended Formula interface for panel data
EmplUK

Employment and Wages in the United Kingdom
Snmesp

Employment and Wages in Spain
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
phtest

Hausman Test for Panel Models
mtest

Arellano--Bond test of Serial Correlation
LaborSupply

Wages and Hours Worked
Grunfeld

Grunfeld's Investment Data
Produc

US States Production
pdim

Check for the Dimensions of the Panel
dynformula

Dynamic Formula
r.squared

R squared for panel data
pseries

panel series
pbsytest

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

Gasoline Consumption
pvcm

Variable Coefficients Models for Panel Data
pbgtest

Breusch--Godfrey Test for Panel Models
pgmm

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

Estimation of the error components
pht

Hausman-Taylor Estimator for Panel Data
pdwtest

Durbin--Watson Test for Panel Models
Crime

Crime in North Carolina
SumHes

The Penn World Table, v. 5
plmtest

Lagrange Multiplier Tests for Panel Models
Wages

Panel Data of Individual Wages
vcovHC

Robust Covariance Matrix Estimators
plm

Panel Data Estimators
plm.data

Data Frame Special Format for Panel Data
pFtest

F Test for Individual and/or Time Effects
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
pwfdtest

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

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

Extract the Fixed Effects
vcovBK

Beck and Katz Robust Covariance Matrix Estimators
purtest

Unit root tests for panel data
pdata.frame

data.frame for panel data
pmodel.response

A function to extract the model.response
pvar

Check for Cross-Sectional and Time Variation
Cigar

Cigarette Consumption
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
pooltest

Test of Poolability