plm v2.2-5

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by Yves Croissant View Source

Linear Models for Panel Data

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 <doi:10.1017/CBO9781139839327> and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN:978-1-118-94918-4.

Functions in plm

Name	Description
LaborSupply	Wages and Hours Worked
Males	Wages and Education of Young Males
RiceFarms	Production of Rice in Indonesia
SumHes	The Penn World Table, v. 5
make.pbalanced	Make data balanced
Wages	Panel Data of Individual Wages
make.pconsecutive	Make data consecutive (and, optionally, also balanced)
cortab	Cross--sectional correlation matrix
Gasoline	Gasoline Consumption
is.pseries	Check if an object is a pseries
lag.plm	lag, lead, and diff for panel data
detect.lindep	Functions to detect linear dependence
ercomp	Estimation of the error components
EmplUK	Employment and Wages in the United Kingdom
fixef.plm	Extract the Fixed Effects
pbgtest	Breusch--Godfrey Test for Panel Models
Snmesp	Employment and Wages in Spain
has.intercept	Check for the presence of an intercept in a formula or in a fitted model
index.plm	Extract the indexes of panel data
pdata.frame	data.frame for panel data
pdim	Check for the Dimensions of the Panel
pbnftest	Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel Models
pbsytest	Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li
mtest	Arellano--Bond Test of Serial Correlation
model.frame.pdata.frame	model.frame and model.matrix for panel data
piest	Chamberlain estimator and test for fixed effects
pbltest	Baltagi and Li Serial Dependence Test For Random Effects Models
plm-deprecated	Deprecated functions of plm
plm-package	plm package: linear models for panel data
Produc	US States Production
pvcm	Variable Coefficients Models for Panel Data
pvar	Check for Cross-Sectional and Time Variation
Parity	Purchasing Power Parity and other parity relationships
pcce	Common Correlated Effects estimators
pcdtest	Tests of cross-section dependence for panel models
pgmm	Generalized Method of Moments (GMM) Estimation for Panel Data
pgrangertest	Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
aneweytest	Angrist and Newey's version of Chamberlain test for fixed effects
pldv	Panel estimators for limited dependent variables
pggls	General FGLS Estimators
pdwtest	Durbin--Watson Test for Panel Models
cipstest	Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
pmg	Mean Groups (MG), Demeaned MG and CCE MG estimators
pmodel.response	A function to extract the model.response
is.pconsecutive	Check if time periods are consecutive
nobs.plm	Extract Total Number of Observations Used in Estimated Panelmodel
is.pbalanced	Check if data are balanced
pFtest	F Test for Individual and/or Time Effects
pseries	panel series
pwaldtest	Wald-style Chi-square Test and F Test
pooltest	Test of Poolability
pwartest	Wooldridge Test for AR(1) Errors in FE Panel Models
sargan	Hansen--Sargan Test of Overidentifying Restrictions
re-export_functions	Functions exported from other packages
vcovG	Generic Lego building block for Robust Covariance Matrix Estimators
vcovDC	Double-Clustering Robust Covariance Matrix Estimator
plm	Panel Data Estimators
plmtest	Lagrange FF Multiplier Tests for Panel Models
pwtest	Wooldridge's Test for Unobserved Effects in Panel Models
vcovHC.plm	Robust Covariance Matrix Estimators
pwfdtest	Wooldridge first--difference--based test for AR(1) errors in levels or first--differenced panel models
vcovNW	Newey and West (1987) Robust Covariance Matrix Estimator
phtest	Hausman Test for Panel Models
r.squared	R squared and adjusted R squared for panel models
pht	Hausman--Taylor Estimator for Panel Data
purtest	Unit root tests for panel data
punbalancedness	Measures for Unbalancedness of Panel Data
ranef.plm	Extract the Random Effects
vcovBK	Beck and Katz Robust Covariance Matrix Estimators
within_intercept	Overall Intercept for Within Models Along its Standard Error
vcovSCC	Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
summary.plm.list	Summary for plm objects
Hedonic	Hedonic Prices of Census Tracts in the Boston Area
Crime	Crime in North Carolina
Grunfeld	Grunfeld's Investment Data
Cigar	Cigarette Consumption
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Vignettes of plm

Name
plmFunction.Rmd
plmModelComponents.Rmd
plmPackage.Rmd
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Details

Date	2020-10-08
License	GPL (>= 2)
VignetteBuilder	knitr
URL	https://cran.r-project.org/package=plm, https://r-forge.r-project.org/projects/plm/
RoxygenNote	7.1.1
RdMacros	Rdpack
Encoding	UTF-8
Repository	CRAN
Repository/R-Forge/Project	plm
Repository/R-Forge/Revision	963
Repository/R-Forge/DateTimeStamp	2020-10-12 14:59:35
Date/Publication	2020-10-13 13:00:06 UTC
NeedsCompilation	no
Packaged	2020-10-12 15:11:49 UTC; rforge

suggests	AER , bookdown , car , clusterSEs , Ecdat , foreign , knitr , pcse , pder , pglm , rmarkdown , spdep , splm , stargazer , statmod , texreg , urca
imports	bdsmatrix , Formula , lattice , lmtest , MASS , maxLik , nlme , Rdpack , sandwich , stats , zoo
depends	R (>= 3.1.0)
Contributors	Achim Zeileis, Giovanni Millo, Arne Henningsen, Liviu Andronic, Christian Kleiber, Ott Toomet, Nina Schoenfelder, Kevin Tappe