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plm (version 2.1-0)

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

37,995

Version

2.1-0

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

July 23rd, 2019

Functions in plm (2.1-0)

Cross--sectional correlation matrix

Panel Data of Individual Wages

The Penn World Table, v. 5

Wages and Education of Young Males

Extract the Fixed Effects

Estimation of the error components

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

Make data balanced

Chamberlain estimator and test for fixed effects

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

Extract the indexes of panel data

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

Common Correlated Effects estimators

Functions to detect linear dependence

lag, lead, and diff for panel data

Check if an object is a pseries

model.frame.pdata.frame

model.frame and model.matrix for panel data

data.frame for panel data

Deprecated functions of plm

Tests of cross-section dependence for panel models

plm package: linear models for panel data

Employment and Wages in Spain

Production of Rice in Indonesia

Check if data are balanced

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

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

Durbin--Watson Test for Panel Models

Check for the Dimensions of the Panel

Arellano--Bond test of Serial Correlation

F Test for Individual and/or Time Effects

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

Generalized Method of Moments (GMM) Estimation for Panel Data

Extract Total Number of Observations Used in Estimated Panelmodel

punbalancedness

Measures for Unbalancedness of Panel Data

Chamberlain estimator and test for fixed effects

Panel estimators for limited dependent variables

Unit root tests for panel data

Breusch--Godfrey Test for Panel Models

R squared and adjusted R squared for panel models

Test of Poolability

General FGLS Estimators

is.pconsecutive

Check if time periods are consecutive

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

Hausman--Taylor Estimator for Panel Data

Hausman Test for Panel Models

Baltagi and Li Serial Dependence Test For Random Effects Models

Panel Data Estimators

Summary for plm objects

Lagrange FF Multiplier Tests for Panel Models

Wooldridge's Test for Unobserved Effects in Panel Models

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

DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator

within_intercept

Overall Intercept for Within Models Along its Standard Error

Beck and Katz Robust Covariance Matrix Estimators

pmodel.response

A function to extract the model.response

Variable Coefficients Models for Panel Data

Check for Cross-Sectional and Time Variation

Extract the Random Effects

Wald-style Chi-square Test and F Test

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

re-export_functions

Functions exported from other packages

NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator

Robust Covariance Matrix Estimators

Hansen--Sargan Test of Overidentifying Restrictions

Double-Clustering Robust Covariance Matrix Estimator

Generic Lego building block for Robust Covariance Matrix Estimators

Cigarette Consumption

Purchasing Power Parity and other parity relationships

Wages and Hours Worked

Employment and Wages in the United Kingdom

US States Production

Grunfeld's Investment Data

Gasoline Consumption

Crime in North Carolina

Hedonic Prices of Census Tracts in the Boston Area