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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

36,939

Version

2.2-5

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

October 13th, 2020

Functions in plm (2.2-5)

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