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plm (version 2.2-4)

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

49,214

Version

2.2-4

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

August 31st, 2020

Functions in plm (2.2-4)

Purchasing Power Parity and other parity relationships

Grunfeld's Investment Data

Wages and Education of Young Males

US States Production

Cigarette Consumption

Employment and Wages in the United Kingdom

Hedonic Prices of Census Tracts in the Boston Area

Crime in North Carolina

Gasoline Consumption

Cross--sectional correlation matrix

Wages and Hours Worked

Estimation of the error components

The Penn World Table, v. 5

Functions to detect linear dependence

Arellano--Bond Test of Serial Correlation

model.frame.pdata.frame

model.frame and model.matrix for panel data

Check if an object is a pseries

Check if data are balanced

lag, lead, and diff for panel data

Panel Data of Individual Wages

is.pconsecutive

Check if time periods are consecutive

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

Production of Rice in Indonesia

Angrist and Newey's version of Chamberlain test for fixed effects

Employment and Wages in Spain

Extract Total Number of Observations Used in Estimated Panelmodel

Make data balanced

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

data.frame for panel data

F Test for Individual and/or Time Effects

Extract the Fixed Effects

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

Panel estimators for limited dependent variables

Chamberlain estimator and test for fixed effects

Check for Cross-Sectional and Time Variation

Durbin--Watson Test for Panel Models

General FGLS Estimators

Variable Coefficients Models for Panel Data

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

Generalized Method of Moments (GMM) Estimation for Panel Data

Baltagi and Li Serial Dependence Test For Random Effects Models

Wald-style Chi-square Test and F Test

Breusch--Godfrey Test for Panel Models

pmodel.response

A function to extract the model.response

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

Check for the Dimensions of the Panel

Extract the indexes of panel data

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

Hausman--Taylor Estimator for Panel Data

Hausman Test for Panel Models

Robust Covariance Matrix Estimators

Wooldridge's Test for Unobserved Effects in Panel Models

Newey and West (1987) Robust Covariance Matrix Estimator

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

plm package: linear models for panel data

Deprecated functions of plm

Unit root tests for panel data

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

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

punbalancedness

Measures for Unbalancedness of Panel Data

Test of Poolability

summary.plm.list

Summary for plm objects

R squared and adjusted R squared for panel models

Beck and Katz Robust Covariance Matrix Estimators

Extract the Random Effects

re-export_functions

Functions exported from other packages

Double-Clustering Robust Covariance Matrix Estimator

Generic Lego building block for Robust Covariance Matrix Estimators

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

Hansen--Sargan Test of Overidentifying Restrictions

within_intercept

Overall Intercept for Within Models Along its Standard Error

Tests of cross-section dependence for panel models

Common Correlated Effects estimators

Panel Data Estimators

Lagrange FF Multiplier Tests for Panel Models