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plm (version 2.2-3)

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

30,989

Version

2.2-3

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

February 28th, 2020

Functions in plm (2.2-3)

Estimation of the error components

Extract the Fixed Effects

Cross--sectional correlation matrix

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

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

Chamberlain estimator and test for fixed effects

Functions to detect linear dependence

Production of Rice in Indonesia

Extract the indexes of panel data

Employment and Wages in Spain

Make data balanced

The Penn World Table, v. 5

Hedonic Prices of Census Tracts in the Boston Area

Panel Data of Individual Wages

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

lag, lead, and diff for panel data

data.frame for panel data

Arellano--Bond test of Serial Correlation

model.frame.pdata.frame

model.frame and model.matrix for panel data

Common Correlated Effects estimators

Check if an object is a pseries

Check for the Dimensions of the Panel

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

Check if data are balanced

Hausman Test for Panel Models

is.pconsecutive

Check if time periods are consecutive

Tests of cross-section dependence for panel models

Durbin--Watson Test for Panel Models

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

General FGLS Estimators

Hausman--Taylor Estimator for Panel Data

Wooldridge's Test for Unobserved Effects in Panel Models

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

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

Variable Coefficients Models for Panel Data

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

Generalized Method of Moments (GMM) Estimation for Panel Data

Breusch--Godfrey Test for Panel Models

Check for Cross-Sectional and Time Variation

pmodel.response

A function to extract the model.response

Test of Poolability

Extract Total Number of Observations Used in Estimated Panelmodel

Baltagi and Li Serial Dependence Test For Random Effects Models

punbalancedness

Measures for Unbalancedness of Panel Data

R squared and adjusted R squared for panel models

Beck and Katz Robust Covariance Matrix Estimators

Chamberlain estimator and test for fixed effects

DRIS:KRAA:98;textualplm Robust Covariance Matrix Estimator

summary.plm.list

Summary for plm objects

Unit root tests for panel data

Panel estimators for limited dependent variables

Extract the Random Effects

Deprecated functions of plm

Generic Lego building block for Robust Covariance Matrix Estimators

Double-Clustering Robust Covariance Matrix Estimator

F Test for Individual and/or Time Effects

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

Wald-style Chi-square Test and F Test

Robust Covariance Matrix Estimators

re-export_functions

Functions exported from other packages

plm package: linear models for panel data

Lagrange FF Multiplier Tests for Panel Models

Hansen--Sargan Test of Overidentifying Restrictions

within_intercept

Overall Intercept for Within Models Along its Standard Error

Panel Data Estimators

NEWE:WEST:87;textualplm Robust Covariance Matrix Estimator

Grunfeld's Investment Data

Crime in North Carolina

Cigarette Consumption

Purchasing Power Parity and other parity relationships

US States Production

Wages and Hours Worked

Employment and Wages in the United Kingdom

Gasoline Consumption

Wages and Education of Young Males