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 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 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
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
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
panel series
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
Overall Intercept for Within Models Along its Standard Error
Beck and Katz Robust Covariance Matrix Estimators
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
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