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plm (version 2.4-0)

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

49,214

Version

2.4-0

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

January 23rd, 2021

Functions in plm (2.4-0)

Wages and Education of Young Males

US States Production

Cross--sectional correlation matrix

Functions to detect linear dependence

Estimation of the error components

Wages and Hours Worked

Extract the Fixed Effects

Crime in North Carolina

Cigarette Consumption

The Penn World Table, v. 5

Hedonic Prices of Census Tracts in the Boston Area

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

Production of Rice in Indonesia

Employment and Wages in Spain

Panel Data of Individual Wages

Hausman--Taylor Estimator for Panel Data

Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li

Breusch--Godfrey Test for Panel Models

Extract the indexes of panel data

is.pconsecutive

Check if time periods are consecutive

Check if data are balanced

Hausman Test for Panel Models

Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel Models

Panel Data Estimators

Employment and Wages in the United Kingdom

punbalancedness

Measures for Unbalancedness of Panel Data

Option to Switch On/Off Fast Data Transformations

Durbin--Watson Test for Panel Models

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

Make data balanced

Common Correlated Effects estimators

Baltagi and Li Serial Dependence Test For Random Effects Models

Gasoline Consumption

General FGLS Estimators

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

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

Check if an object is a pseries

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

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

Generic Lego building block for Robust Covariance Matrix Estimators

Arellano--Bond Test of Serial Correlation

summary.plm.list

Summary for plm objects

model.frame.pdata.frame

model.frame and model.matrix for panel data

Hansen--Sargan Test of Overidentifying Restrictions

Robust Covariance Matrix Estimators

within_intercept

Overall Intercept for Within Models Along its Standard Error

Deprecated functions of plm

Check for the Dimensions of the Panel

plm package: linear models for panel data

data.frame for panel data

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

Tests of cross-section dependence for panel models

Generalized Method of Moments (GMM) Estimation for Panel Data

lag, lead, and diff for panel data

Unit root tests for panel data

pmodel.response

A function to extract the model.response

Test of Poolability

Extract Total Number of Observations Used in Estimated Panelmodel

Check for Cross-Sectional and Time Variation

Newey and West (1987) Robust Covariance Matrix Estimator

re-export_functions

Functions exported from other packages

Extract the Random Effects

F Test for Individual and/or Time Effects

Chamberlain estimator and test for fixed effects

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

Wald-style Chi-square Test and F Test

Panel estimators for limited dependent variables

Lagrange FF Multiplier Tests for Panel Models

R squared and adjusted R squared for panel models

Mean Groups (MG), Demeaned MG and CCE MG estimators

Variable Coefficients Models for Panel Data

Wooldridge's Test for Unobserved Effects in Panel Models

Double-Clustering Robust Covariance Matrix Estimator

Beck and Katz Robust Covariance Matrix Estimators

Grunfeld's Investment Data

Purchasing Power Parity and other parity relationships