plm v2.2-5


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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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Last month downloads


Date 2020-10-08
License GPL (>= 2)
VignetteBuilder knitr
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

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