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plm (version 1.3-1)

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

36,939

Version

1.3-1

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

December 13th, 2012

Functions in plm (1.3-1)

dynformula

Dynamic Formula
mtest

Arellano--Bond test of Serial Correlation
Gasoline

Gasoline Consumption
Males

Wages and Education of Young Males
pwfdtest

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

Baltagi and Li Serial Dependence Test For Random Effects Models
plmtest

Lagrange Multiplier Tests for Panel Models
Crime

Crime in North Carolina
pbgtest

Breusch--Godfrey Test for Panel Models
plm

Panel Data Estimators
pmg

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

Grunfeld's Investment Data
purtest

Unit root tests for panel data
pdwtest

Durbin--Watson Test for Panel Models
fixef.plm

Extract the Fixed Effects
SumHes

The Penn World Table, v. 5
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
ercomp

Estimation of the error components
pseries

panel series
pcdtest

Tests of cross-section dependence for panel models
Snmesp

Employment and Wages in Spain
EmplUK

Employment and Wages in the United Kingdom
Cigar

Cigarette Consumption
pbsytest

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

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

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

Beck and Katz Robust Covariance Matrix Estimators
pmodel.response

A function to extract the model.response
r.squared

R squared for panel data
pFtest

F Test for Individual and/or Time Effects
LaborSupply

Wages and Hours Worked
pdata.frame

data.frame for panel data
pFormula

pFormula: An extended Formula interface for panel data
phtest

Hausman Test for Panel Models
pht

Hausman-Taylor Estimator for Panel Data
vcovHC

Robust Covariance Matrix Estimators
pvar

Check for Cross-Sectional and Time Variation
Hedonic

Hedonic Prices of Census Tracts in the Boston Area
pvcm

Variable Coefficients Models for Panel Data
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
Produc

US States Production
pwartest

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

Check for the Dimensions of the Panel
pggls

General FGLS Estimators
Wages

Panel Data of Individual Wages
plm.data

Data Frame Special Format for Panel Data
pccep

Common Correlated Effects Pooled estimator
sargan

Hansen--Sargan Test of Overidentifying Restrictions
pooltest

Test of Poolability