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plm (version 1.4-0)

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

1.4-0

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

December 28th, 2013

Functions in plm (1.4-0)

fixef.plm

Extract the Fixed Effects
phtest

Hausman Test for Panel Models
EmplUK

Employment and Wages in the United Kingdom
mtest

Arellano--Bond test of Serial Correlation
pdata.frame

data.frame for panel data
pbgtest

Breusch--Godfrey Test for Panel Models
dynformula

Dynamic Formula
Hedonic

Hedonic Prices of Census Tracts in the Boston Area
pggls

General FGLS Estimators
pFormula

pFormula: An extended Formula interface for panel data
pht

Hausman-Taylor Estimator for Panel Data
pbsytest

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

Panel Data of Individual Wages
index.plm

Extract the indexes of panel data
pmg

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

Lagrange Multiplier Tests for Panel Models
pgmm

Generalized Method of Moments (GMM) Estimation for Panel Data
plm.data

Data Frame Special Format for Panel Data
vcovHC

Robust Covariance Matrix Estimators
pmodel.response

A function to extract the model.response
pseries

panel series
ercomp

Estimation of the error components
LaborSupply

Wages and Hours Worked
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
pcce

Common Correlated Effects estimators
r.squared

R squared for panel data
vcovBK

Beck and Katz Robust Covariance Matrix Estimators
pwartest

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

Panel Data Estimators
purtest

Unit root tests for panel data
pcdtest

Tests of cross-section dependence for panel models
pdim

Check for the Dimensions of the Panel
Snmesp

Employment and Wages in Spain
Crime

Crime in North Carolina
Males

Wages and Education of Young Males
SumHes

The Penn World Table, v. 5
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
cipstest

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

Test of Poolability
pvcm

Variable Coefficients Models for Panel Data
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
sargan

Hansen--Sargan Test of Overidentifying Restrictions
pwfdtest

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

Check for Cross-Sectional and Time Variation
Produc

US States Production
Gasoline

Gasoline Consumption
pFtest

F Test for Individual and/or Time Effects
pdwtest

Durbin--Watson Test for Panel Models
Grunfeld

Grunfeld's Investment Data
Cigar

Cigarette Consumption