Crime in North Carolina
Grunfeld's Investment Data
Wages and Hours Worked
Purchasing Power Parity and other parity relationships
Hedonic Prices of Census Tracts in the Boston Area
Employment and Wages in the United Kingdom
Production of Rice in Indonesia
Wages and Education of Young Males
US States Production
The Penn World Table, v. 5
Cigarette Consumption
Employment and Wages in Spain
lag, lead, and diff for panel data
Check if an object is a pseries
Panel Data of Individual Wages
Cross--sectional correlation matrix
Estimation of the error components
Common Correlated Effects estimators
model.frame and model.matrix for panel data
Arellano--Bond Test of Serial Correlation
Extract the Fixed Effects
Chamberlain estimator and test for fixed effects
Tests of cross-section dependence for panel models
Angrist and Newey's version of Chamberlain test for fixed effects
Gasoline Consumption
Extract Total Number of Observations Used in Estimated Panelmodel
Check for the presence of an intercept in a formula or in a fitted
model
Check for the Dimensions of the Panel
Hausman--Taylor Estimator for Panel Data
Extract the indexes of panel data
data.frame for panel data
Deprecated functions of plm
Panel estimators for limited dependent variables
Functions to detect linear dependence
Wald-style Chi-square Test and F Test
Hausman Test for Panel Models
Variable Coefficients Models for Panel Data
Breusch--Godfrey Test for Panel Models
Make data consecutive (and, optionally, also balanced)
Check if time periods are consecutive
Check if data are balanced
Make data balanced
Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
Wooldridge Test for AR(1) Errors in FE Panel Models
Measures for Unbalancedness of Panel Data
Baltagi and Li Serial Dependence Test For Random Effects Models
panel series
Overall Intercept for Within Models Along its Standard Error
Wooldridge first--difference--based test for AR(1) errors in levels
or first--differenced panel models
Durbin--Watson Test for Panel Models
plm package: linear models for panel data
F Test for Individual and/or Time Effects
General FGLS Estimators
Generalized Method of Moments (GMM) Estimation for Panel Data
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
Panel Data Estimators
Mean Groups (MG), Demeaned MG and CCE MG estimators
Test of Poolability
Lagrange FF Multiplier Tests for Panel Models
A function to extract the model.response
Newey and West (1987) Robust Covariance Matrix Estimator
Extract the Random Effects
Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
Option to Switch On/Off Fast Data Transformations
Summary for plm objects
Generic Lego building block for Robust Covariance Matrix Estimators
Hansen--Sargan Test of Overidentifying Restrictions
Robust Covariance Matrix Estimators
Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
Double-Clustering Robust Covariance Matrix Estimator
Beck and Katz Robust Covariance Matrix Estimators
Functions exported from other packages
R squared and adjusted R squared for panel models
Check for Cross-Sectional and Time Variation
Unit root tests for panel data
Wooldridge's Test for Unobserved Effects in Panel Models