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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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Install
install.packages('plm')
Monthly Downloads
32,127
Version
1.6-5
License
GPL (>= 2)
Homepage
https://cran.r-project.org/package=plm
Maintainer
Yves Croissant
Last Published
December 2nd, 2016
Functions in plm (1.6-5)
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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