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plm (version 2.2-5)

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

37,995

Version

2.2-5

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

October 13th, 2020

Functions in plm (2.2-5)

Wages and Hours Worked

Wages and Education of Young Males

Production of Rice in Indonesia

The Penn World Table, v. 5

Make data balanced

Panel Data of Individual Wages

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

Cross--sectional correlation matrix

Gasoline Consumption

Check if an object is a pseries

lag, lead, and diff for panel data

Functions to detect linear dependence

Estimation of the error components

Employment and Wages in the United Kingdom

Extract the Fixed Effects

Breusch--Godfrey Test for Panel Models

Employment and Wages in Spain

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

Extract the indexes of panel data

data.frame for panel data

Check for the Dimensions of the Panel

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

Arellano--Bond Test of Serial Correlation

model.frame.pdata.frame

model.frame and model.matrix for panel data

Chamberlain estimator and test for fixed effects

Baltagi and Li Serial Dependence Test For Random Effects Models

Deprecated functions of plm

plm package: linear models for panel data

US States Production

Variable Coefficients Models for Panel Data

Check for Cross-Sectional and Time Variation

Purchasing Power Parity and other parity relationships

Common Correlated Effects estimators

Tests of cross-section dependence for panel models

Generalized Method of Moments (GMM) Estimation for Panel Data

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

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

Panel estimators for limited dependent variables

General FGLS Estimators

Durbin--Watson Test for Panel Models

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

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

Extract Total Number of Observations Used in Estimated Panelmodel

Check if data are balanced

F Test for Individual and/or Time Effects

Wald-style Chi-square Test and F Test

Test of Poolability

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

Hansen--Sargan Test of Overidentifying Restrictions

re-export_functions

Functions exported from other packages

Generic Lego building block for Robust Covariance Matrix Estimators

Double-Clustering Robust Covariance Matrix Estimator

Panel Data Estimators

Lagrange FF Multiplier Tests for Panel Models

Wooldridge's Test for Unobserved Effects in Panel Models

Robust Covariance Matrix Estimators

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

Newey and West (1987) Robust Covariance Matrix Estimator

Hausman Test for Panel Models

R squared and adjusted R squared for panel models

Hausman--Taylor Estimator for Panel Data

Unit root tests for panel data

punbalancedness

Measures for Unbalancedness of Panel Data

Extract the Random Effects

Beck and Katz Robust Covariance Matrix Estimators

within_intercept

Overall Intercept for Within Models Along its Standard Error

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

summary.plm.list

Summary for plm objects

Hedonic Prices of Census Tracts in the Boston Area

Crime in North Carolina

Grunfeld's Investment Data

Cigarette Consumption