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plm (version 2.0-2)

Linear Models for Panel Data

Description

A set of estimators and tests for panel data econometrics, as described in Baltagi (2013) Econometric Analysis of Panel Data, ISBN-13:978-1-118-67232-7, Hsiao (2014) Analysis of Panel Data and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN:978-1-118-94918-4.

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Version

Install

install.packages('plm')

Monthly Downloads

52,260

Version

2.0-2

License

GPL (>= 2)

Homepage

https://cran.r-project.org/package=plm

Maintainer

Yves Croissant

Last Published

June 21st, 2019

Functions in plm (2.0-2)

Cross--sectional correlation matrix

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

Chamberlain estimator and test for fixed effects

Functions to detect linear dependence

Employment and Wages in Spain

Production of Rice in Indonesia

Crime in North Carolina

Panel Data of Individual Wages

The Penn World Table, v. 5

Extract the Fixed Effects

Estimation of the error components

Check if data are balanced

model.frame.pdata.frame

model.frame and model.matrix for panel data

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

Make data balanced

Arellano--Bond test of Serial Correlation

Check if an object is a pseries

Tests of cross-section dependence for panel models

Common Correlated Effects estimators

Check for the presence of an intercept in a formula or in a fitted model

is.pconsecutive

Check if time periods are consecutive

Breusch--Godfrey Test for Panel Models

Baltagi and Li Serial Dependence Test For Random Effects Models

data.frame for panel data

Extract the indexes of panel data

Extract Total Number of Observations Used in Estimated Panelmodel

Durbin--Watson Test for Panel Models

Check for Cross-Sectional and Time Variation

F Test for Individual and/or Time Effects

General FGLS Estimators

Variable Coefficients Models for Panel Data

Hausman--Taylor Estimator for Panel Data

Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))

Generalized Method of Moments (GMM) Estimation for Panel Data

lag, lead, and diff for panel data

Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel Models

Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li

Hausman Test for Panel Models

Extract the Random Effects

NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator

R squared and adjusted R squared for panel models

Robust Covariance Matrix Estimators

punbalancedness

Measures for Unbalancedness of Panel Data

Unit root tests for panel data

Check for the Dimensions of the Panel

Deprecated functions of plm

plm package: linear models for panel data

Panel Data Estimators

Lagrange FF Multiplier Tests for Panel Models

Panel estimators for limited dependent variables

Chamberlain estimator and test for fixed effects

Test of Poolability

DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator

Hansen--Sargan Test of Overidentifying Restrictions

re-export_functions

Functions exported from other packages

Summary for plm objects

Double-Clustering Robust Covariance Matrix Estimator

Beck and Katz Robust Covariance Matrix Estimators

within_intercept

Overall Intercept for Within Models Along its Standard Error

Generic Lego building block for Robust Covariance Matrix Estimators

pmodel.response

A function to extract the model.response

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

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

Wooldridge's Test for Unobserved Effects in Panel Models

Wald-style Chi-square Test and F Test

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

Wages and Hours Worked

Wages and Education of Young Males

Purchasing Power Parity and other parity relationships

US States Production

Employment and Wages in the United Kingdom

Cigarette Consumption

Grunfeld's Investment Data

Gasoline Consumption

Hedonic Prices of Census Tracts in the Boston Area