plm v2.0-2

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Linear Models for Panel Data

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 <doi:10.1017/CBO9781139839327> and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN:978-1-118-94918-4.

Functions in plm

Name Description
cortab Cross--sectional correlation matrix
cipstest Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
aneweytest Chamberlain estimator and test for fixed effects
detect.lindep Functions to detect linear dependence
Snmesp Employment and Wages in Spain
RiceFarms Production of Rice in Indonesia
Crime Crime in North Carolina
Wages Panel Data of Individual Wages
SumHes The Penn World Table, v. 5
fixef.plm Extract the Fixed Effects
ercomp Estimation of the error components
is.pbalanced 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.pbalanced Make data balanced
mtest Arellano--Bond test of Serial Correlation
is.pseries Check if an object is a pseries
pcdtest Tests of cross-section dependence for panel models
pcce Common Correlated Effects estimators
has.intercept Check for the presence of an intercept in a formula or in a fitted model
is.pconsecutive Check if time periods are consecutive
pbgtest Breusch--Godfrey Test for Panel Models
pbltest Baltagi and Li Serial Dependence Test For Random Effects Models
pdata.frame data.frame for panel data
index.plm Extract the indexes of panel data
nobs.plm Extract Total Number of Observations Used in Estimated Panelmodel
pdwtest Durbin--Watson Test for Panel Models
pvar Check for Cross-Sectional and Time Variation
pFtest F Test for Individual and/or Time Effects
pggls General FGLS Estimators
pvcm Variable Coefficients Models for Panel Data
pht Hausman--Taylor Estimator for Panel Data
pgrangertest Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
pgmm Generalized Method of Moments (GMM) Estimation for Panel Data
lag.plm lag, lead, and diff for panel data
pbnftest Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel Models
pbsytest Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li
phtest Hausman Test for Panel Models
ranef.plm Extract the Random Effects
vcovNW NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator
r.squared R squared and adjusted R squared for panel models
vcovHC.plm Robust Covariance Matrix Estimators
punbalancedness Measures for Unbalancedness of Panel Data
purtest Unit root tests for panel data
pdim Check for the Dimensions of the Panel
plm-deprecated Deprecated functions of plm
plm-package plm package: linear models for panel data
plm Panel Data Estimators
plmtest Lagrange FF Multiplier Tests for Panel Models
pldv Panel estimators for limited dependent variables
piest Chamberlain estimator and test for fixed effects
pooltest Test of Poolability
pseries panel series
vcovSCC DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator
sargan Hansen--Sargan Test of Overidentifying Restrictions
re-export_functions Functions exported from other packages
summary.plm Summary for plm objects
vcovDC Double-Clustering Robust Covariance Matrix Estimator
vcovBK Beck and Katz Robust Covariance Matrix Estimators
within_intercept Overall Intercept for Within Models Along its Standard Error
vcovG Generic Lego building block for Robust Covariance Matrix Estimators
pmodel.response A function to extract the model.response
pmg Mean Groups (MG), Demeaned MG and CCE MG estimators
pwfdtest Wooldridge first--difference--based test for AR(1) errors in levels or first--differenced panel models
pwtest Wooldridge's Test for Unobserved Effects in Panel Models
pwaldtest Wald-style Chi-square Test and F Test
pwartest Wooldridge Test for AR(1) Errors in FE Panel Models
LaborSupply Wages and Hours Worked
Males Wages and Education of Young Males
Parity Purchasing Power Parity and other parity relationships
Produc US States Production
EmplUK Employment and Wages in the United Kingdom
Cigar Cigarette Consumption
Grunfeld Grunfeld's Investment Data
Gasoline Gasoline Consumption
Hedonic Hedonic Prices of Census Tracts in the Boston Area
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Vignettes of plm

Name
plm.Rmd
plmFunction.Rmd
plmModelComponents.Rmd
plmPackage.Rmd
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Last month downloads

Details

Date 2019-06-21
License GPL (>= 2)
VignetteBuilder knitr
URL https://cran.r-project.org/package=plm, https://r-forge.r-project.org/projects/plm/
RoxygenNote 6.1.1
RdMacros Rdpack
Encoding UTF-8
NeedsCompilation no
Packaged 2019-06-21 09:54:07 UTC; yves
Repository CRAN
Date/Publication 2019-06-21 16:40:03 UTC

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