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 | |
No Results! |
Vignettes of plm
Name | ||
plmFunction.Rmd | ||
plmModelComponents.Rmd | ||
plmPackage.Rmd | ||
No Results! |
Last month downloads
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 |
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