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 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 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
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
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
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
Measures for Unbalancedness of Panel Data
Extract the Random Effects
R squared and adjusted R squared for panel models
Test of Poolability
panel series
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
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