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plm (version 2.2-2)

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

60,591

Version

2.2-2

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

February 21st, 2020

Functions in plm (2.2-2)

Wages and Hours Worked

Cross--sectional correlation matrix

F Test for Individual and/or Time Effects

is.pconsecutive

Check if time periods are consecutive

summary.plm.list

Summary for plm objects

Functions to detect linear dependence

Purchasing Power Parity and other parity relationships

Check if data are balanced

Generalized Method of Moments (GMM) Estimation for Panel Data

Beck and Katz Robust Covariance Matrix Estimators

Extract Total Number of Observations Used in Estimated Panelmodel

Test of Poolability

Crime in North Carolina

Check if an object is a pseries

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

Cigarette Consumption

Estimation of the error components

US States Production

Extract the Fixed Effects

Gasoline Consumption

Production of Rice in Indonesia

Employment and Wages in the United Kingdom

lag, lead, and diff for panel data

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

Employment and Wages in Spain

Common Correlated Effects estimators

data.frame for panel data

Panel estimators for limited dependent variables

Check for the Dimensions of the Panel

Grunfeld's Investment Data

Durbin--Watson Test for Panel Models

Extract the indexes of panel data

Chamberlain estimator and test for fixed effects

Tests of cross-section dependence for panel models

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

The Penn World Table, v. 5

General FGLS Estimators

Make data balanced

model.frame.pdata.frame

model.frame and model.matrix for panel data

Hedonic Prices of Census Tracts in the Boston Area

Chamberlain estimator and test for fixed effects

Panel Data of Individual Wages

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

Check for Cross-Sectional and Time Variation

Variable Coefficients Models for Panel Data

Panel Data Estimators

Lagrange FF Multiplier Tests for Panel Models

re-export_functions

Functions exported from other packages

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

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

Generic Lego building block for Robust Covariance Matrix Estimators

Hansen--Sargan Test of Overidentifying Restrictions

Double-Clustering Robust Covariance Matrix Estimator

Arellano--Bond test of Serial Correlation

Deprecated functions of plm

Breusch--Godfrey Test for Panel Models

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

Wooldridge's Test for Unobserved Effects in Panel Models

DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator

within_intercept

Overall Intercept for Within Models Along its Standard Error

Baltagi and Li Serial Dependence Test For Random Effects Models

Hausman--Taylor Estimator for Panel Data

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

plm package: linear models for panel data

Unit root tests for panel data

punbalancedness

Measures for Unbalancedness of Panel Data

Wald-style Chi-square Test and F Test

pmodel.response

A function to extract the model.response

Hausman Test for Panel Models

R squared and adjusted R squared for panel models

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

Extract the Random Effects

Robust Covariance Matrix Estimators

NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator

Wages and Education of Young Males