Learn R Programming

⚠️There's a newer version (2.6-6) of this package.Take me there.

plm (version 2.2-0)

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.

Copy Link

Version

Install

install.packages('plm')

Monthly Downloads

52,260

Version

2.2-0

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

September 7th, 2019

Functions in plm (2.2-0)

Gasoline Consumption

Crime in North Carolina

Wages and Education of Young Males

Employment and Wages in the United Kingdom

Wages and Hours Worked

Cigarette Consumption

Grunfeld's Investment Data

Hedonic Prices of Census Tracts in the Boston Area

US States Production

Purchasing Power Parity and other parity relationships

The Penn World Table, v. 5

Panel Data of Individual Wages

Extract the Fixed Effects

Estimation of the error components

Check if an object is a pseries

Chamberlain estimator and test for fixed effects

lag, lead, and diff for panel data

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

Arellano--Bond test of Serial Correlation

model.frame.pdata.frame

model.frame and model.matrix for panel data

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

Extract the indexes of panel data

Breusch--Godfrey Test for Panel Models

Baltagi and Li Serial Dependence Test For Random Effects Models

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

Employment and Wages in Spain

Production of Rice in Indonesia

Make data balanced

Check for the Dimensions of the Panel

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

data.frame for panel data

Cross--sectional correlation matrix

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

Check if data are balanced

Functions to detect linear dependence

is.pconsecutive

Check if time periods are consecutive

plm package: linear models for panel data

Deprecated functions of plm

Durbin--Watson Test for Panel Models

Common Correlated Effects estimators

Chamberlain estimator and test for fixed effects

Panel estimators for limited dependent variables

Tests of cross-section dependence for panel models

F Test for Individual and/or Time Effects

Extract Total Number of Observations Used in Estimated Panelmodel

Hausman Test for Panel Models

Hausman--Taylor Estimator for Panel Data

General FGLS Estimators

Check for Cross-Sectional and Time Variation

re-export_functions

Functions exported from other packages

Variable Coefficients Models for Panel Data

Hansen--Sargan Test of Overidentifying Restrictions

DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator

within_intercept

Overall Intercept for Within Models Along its Standard Error

Generalized Method of Moments (GMM) Estimation for Panel Data

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

Panel Data Estimators

Unit root tests for panel data

punbalancedness

Measures for Unbalancedness of Panel Data

Extract the Random Effects

R squared and adjusted R squared for panel models

Test of Poolability

summary.plm.list

Summary for plm objects

Lagrange FF Multiplier Tests for Panel Models

Beck and Katz Robust Covariance Matrix Estimators

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

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

pmodel.response

A function to extract the model.response

Double-Clustering Robust Covariance Matrix Estimator

Wald-style Chi-square Test and F Test

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

Generic Lego building block for Robust Covariance Matrix Estimators

NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator

Robust Covariance Matrix Estimators