# plm-package

##### plm package: linear models for panel data

plm is a package for R which intends to make the estimation of linear panel models straightforward. plm provides functions to estimate a wide variety of models and to make (robust) inference.

- Keywords
- package

##### Details

For a gentle and comprehensive introduction to the package, please see the package's vignette.

The main functions to estimate models are:

`plm`

: panel data estimators using`lm`

on transformed data,`pvcm`

: variable coefficients models`pgmm`

: generalized method of moments (GMM) estimation for panel data,`pggls`

: estimation of general feasible generalized least squares models,`pmg`

: mean groups (MG), demeaned MG and common correlated effects (CCEMG) estimators,`pcce`

: estimators for common correlated effects mean groups (CCEMG) and pooled (CCEP) for panel data with common factors,`pldv`

: panel estimators for limited dependent variables.

Next to the model estimation functions, the package offers several functions for statistical tests related to panel data/models.

Multiple functions for (robust) variance--covariance matrices are at hand as well.

The package also provides data sets to demonstrate functions and to
replicate some text book/paper results. Use
`data(package="plm")`

to view a list of available data sets in
the package.

##### Examples

```
# NOT RUN {
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
data = Produc, index = c("state","year"))
summary(zz)
# replicates some results from Baltagi (2013), table 3.1
data("Grunfeld", package = "plm")
p <- plm(inv ~ value + capital,
data = Grunfeld, model="pooling")
wi <- plm(inv ~ value + capital,
data = Grunfeld, model="within", effect = "twoways")
swar <- plm(inv ~ value + capital,
data = Grunfeld, model="random", effect = "twoways")
amemiya <- plm(inv ~ value + capital,
data = Grunfeld, model = "random", random.method = "amemiya",
effect = "twoways")
walhus <- plm(inv ~ value + capital,
data = Grunfeld, model = "random", random.method = "walhus",
effect = "twoways")
# }
```

*Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)*