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plm (version 1.6-5)

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

36,447

Version

1.6-5

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

December 2nd, 2016

Functions in plm (1.6-5)

Gasoline

Gasoline Consumption
cipstest

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

Dynamic Formula
Cigar

Cigarette Consumption
aneweytest

Chamberlain estimator and test for fixed effects
Crime

Crime in North Carolina
EmplUK

Employment and Wages in the United Kingdom
ercomp

Estimation of the error components
detect_lin_dep

Functions to detect linear dependence
fixef.plm

Extract the Fixed Effects
index

Extract the indexes of panel data
is.pbalanced

Check if data are balanced
lag

lag, lead, and diff for panel data
Males

Wages and Education of Young Males
make.pconsecutive

Make data consecutive (and, optionally, also balanced)
Grunfeld

Grunfeld's Investment Data
Hedonic

Hedonic Prices of Census Tracts in the Boston Area
nobs

Extract Total Number of Observations Used in Estimated Panelmodel
make.pbalanced

Make data balanced
Parity

Purchasing Power Parity and other parity relationships
is.pconsecutive

Check if time periods are consecutive
LaborSupply

Wages and Hours Worked
pcdtest

Tests of cross-section dependence for panel models
pbgtest

Breusch--Godfrey Test for Panel Models
pdata.frame

data.frame for panel data
plm.data

Data Frame Special Format for Panel Data
piest

Chamberlain estimator and test for fixed effects
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
phtest

Hausman Test for Panel Models
pht

Hausman--Taylor Estimator for Panel Data
pFormula

pFormula: An extended Formula interface for panel data
pcce

Common Correlated Effects estimators
pggls

General FGLS Estimators
pFtest

F Test for Individual and/or Time Effects
pbsytest

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

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

Arellano--Bond test of Serial Correlation
model.frame.pFormula

model.frame and model.matrix for panel data
pdim

Check for the Dimensions of the Panel
pdwtest

Durbin--Watson Test for Panel Models
plm

Panel Data Estimators
pmg

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

Lagrange Multiplier Tests for Panel Models
pooltest

Test of Poolability
pmodel.response

A function to extract the model.response
Produc

US States Production
punbalancedness

Measures for Unbalancedness of Panel Data
pseries

panel series
pwartest

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

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

Employment and Wages in Spain
RiceFarms

Production of Rice in India
vcovHC

Robust Covariance Matrix Estimators
SumHes

The Penn World Table, v. 5
vcovDC

Double-Clustering Robust Covariance Matrix Estimator
sargan

Hansen--Sargan Test of Overidentifying Restrictions
vcovNW

Newey and West(1987) Robust Covariance Matrix Estimator
pvar

Check for Cross-Sectional and Time Variation
purtest

Unit root tests for panel data
vcovG

Generic Lego building block for Robust Covariance Matrix Estimators
pvcm

Variable Coefficients Models for Panel Data
pwaldtest

Wald-style Chi-square Test and F Test
r.squared

R squared and adjusted R squared for panel models
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
within_intercept

Overall Intercept for Within Models Along its Standard Error
vcovBK

Beck and Katz Robust Covariance Matrix Estimators
Wages

Panel Data of Individual Wages
summary.plm

Summary for plm objects
vcovSCC

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator