plm v2.1-0

Monthly downloads

by Yves Croissant View Source

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
Wages	Panel Data of Individual Wages
SumHes	The Penn World Table, v. 5
Males	Wages and Education of Young Males
fixef.plm	Extract the Fixed Effects
ercomp	Estimation of the error components
cipstest	Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
make.pbalanced	Make data balanced
aneweytest	Chamberlain estimator and test for fixed effects
make.pconsecutive	Make data consecutive (and, optionally, also balanced)
index.plm	Extract the indexes of panel data
has.intercept	Check for the presence of an intercept in a formula or in a fitted model
pcce	Common Correlated Effects estimators
detect.lindep	Functions to detect linear dependence
lag.plm	lag, lead, and diff for panel data
is.pseries	Check if an object is a pseries
model.frame.pdata.frame	model.frame and model.matrix for panel data
pdata.frame	data.frame for panel data
plm-deprecated	Deprecated functions of plm
pcdtest	Tests of cross-section dependence for panel models
plm-package	plm package: linear models for panel data
Snmesp	Employment and Wages in Spain
RiceFarms	Production of Rice in Indonesia
is.pbalanced	Check if data are balanced
pbsytest	Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li
pbnftest	Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel Models
pdwtest	Durbin--Watson Test for Panel Models
pdim	Check for the Dimensions of the Panel
mtest	Arellano--Bond test of Serial Correlation
pFtest	F Test for Individual and/or Time Effects
pgrangertest	Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
pgmm	Generalized Method of Moments (GMM) Estimation for Panel Data
nobs.plm	Extract Total Number of Observations Used in Estimated Panelmodel
punbalancedness	Measures for Unbalancedness of Panel Data
piest	Chamberlain estimator and test for fixed effects
pldv	Panel estimators for limited dependent variables
purtest	Unit root tests for panel data
pbgtest	Breusch--Godfrey Test for Panel Models
r.squared	R squared and adjusted R squared for panel models
pooltest	Test of Poolability
pggls	General FGLS Estimators
is.pconsecutive	Check if time periods are consecutive
pmg	Mean Groups (MG), Demeaned MG and CCE MG estimators
pht	Hausman--Taylor Estimator for Panel Data
phtest	Hausman Test for Panel Models
pbltest	Baltagi and Li Serial Dependence Test For Random Effects Models
plm	Panel Data Estimators
summary.plm	Summary for plm objects
pseries	panel series
plmtest	Lagrange FF Multiplier Tests for Panel Models
pwtest	Wooldridge's Test for Unobserved Effects in Panel Models
pwfdtest	Wooldridge first--difference--based test for AR(1) errors in levels or first--differenced panel models
vcovSCC	DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator
within_intercept	Overall Intercept for Within Models Along its Standard Error
vcovBK	Beck and Katz Robust Covariance Matrix Estimators
pmodel.response	A function to extract the model.response
pvcm	Variable Coefficients Models for Panel Data
pvar	Check for Cross-Sectional and Time Variation
ranef.plm	Extract the Random Effects
pwaldtest	Wald-style Chi-square Test and F Test
pwartest	Wooldridge Test for AR(1) Errors in FE Panel Models
re-export_functions	Functions exported from other packages
vcovNW	NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator
vcovHC.plm	Robust Covariance Matrix Estimators
sargan	Hansen--Sargan Test of Overidentifying Restrictions
vcovDC	Double-Clustering Robust Covariance Matrix Estimator
vcovG	Generic Lego building block for Robust Covariance Matrix Estimators
Cigar	Cigarette Consumption
Parity	Purchasing Power Parity and other parity relationships
LaborSupply	Wages and Hours Worked
EmplUK	Employment and Wages in the United Kingdom
Produc	US States Production
Grunfeld	Grunfeld's Investment Data
Gasoline	Gasoline Consumption
Crime	Crime in North Carolina
Hedonic	Hedonic Prices of Census Tracts in the Boston Area
No Results!

Vignettes of plm

Name
plmFunction.Rmd
plmModelComponents.Rmd
plmPackage.Rmd
No Results!

Last month downloads

Details

Date	2019-07-22
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	2019-07-23 17:48:21 UTC; yves
Repository	CRAN
Date/Publication	2019-07-23 23:10:02 UTC

suggests	AER , bookdown , car , clubSandwich , clusterSEs , Ecdat , foreign , knitr , pcse , pder , pglm , rmarkdown , spdep , splm , stargazer , statmod , texreg
imports	bdsmatrix , Formula , lattice , lmtest , MASS , maxLik , nlme , Rdpack , sandwich , stats , zoo
depends	R (>= 3.1.0)
Contributors	Achim Zeileis, Giovanni Millo, Arne Henningsen, Liviu Andronic, Christian Kleiber, Ott Toomet, Nina Schoenfelder, Kevin Tappe