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plm (version 2.4-2)

Linear Models for Panel Data

Description

A set of estimators and tests for panel data econometrics, as described in Baltagi (2021), Econometric Analysis of Panel Data, ISBN-13:978-3-030-53952-8, Hsiao (2014), Analysis of Panel Data , and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN-13:978-1-118-94918-4.

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Version

Install

install.packages('plm')

Monthly Downloads

30,989

Version

2.4-2

License

GPL (>= 2)

Homepage

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

Maintainer

Yves Croissant

Last Published

September 21st, 2021

Functions in plm (2.4-2)

Hedonic Prices of Census Tracts in the Boston Area

Employment and Wages in Spain

Production of Rice in Indonesia

Estimation of the error components

Extract the Fixed Effects

The Penn World Table, v. 5

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

model.frame.pdata.frame

model.frame and model.matrix for panel data

Make data balanced

Panel Data of Individual Wages

Extract the indexes of panel data

Check if data are balanced

Arellano--Bond Test of Serial Correlation

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

lag, lead, and diff for panel data

Common Correlated Effects estimators

Extract Total Number of Observations Used in Estimated Panelmodel

Check for the Dimensions of the Panel

make.pconsecutive

Make data consecutive (and, optionally, also balanced)

Tests of cross-section dependence for panel models

Check if an object is a pseries

data.frame for panel data

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

F Test for Individual and/or Time Effects

Cross--sectional correlation matrix

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

Functions to detect linear dependence

is.pconsecutive

Check if time periods are consecutive

Deprecated functions of plm

Panel estimators for limited dependent variables

Generalized Method of Moments (GMM) Estimation for Panel Data

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

Simes Test for unit roots in panel data

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

Hausman--Taylor Estimator for Panel Data

Hausman Test for Panel Models

Chamberlain estimator and test for fixed effects

Baltagi and Li Serial Dependence Test For Random Effects Models

Panel Data Estimators

Breusch--Godfrey Test for Panel Models

plm package: linear models for panel data

Test of Poolability

Turn all columns of a pdata.frame into class pseries.

Check for Cross-Sectional and Time Variation

Unit root tests for panel data

punbalancedness

Measures for Unbalancedness of Panel Data

Durbin--Watson Test for Panel Models

Wald-style Chi-square Test and F Test

Variable Coefficients Models for Panel Data

Wooldridge's Test for Unobserved Effects in Panel Models

Hansen--Sargan Test of Overidentifying Restrictions

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

General FGLS Estimators

Generic Lego building block for Robust Covariance Matrix Estimators

R squared and adjusted R squared for panel models

Robust Covariance Matrix Estimators

Lagrange FF Multiplier Tests for Panel Models

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

pmodel.response

A function to extract the model.response

Beck and Katz Robust Covariance Matrix Estimators

Option to Switch On/Off Fast Data Transformations

Extract the Random Effects

summary.plm.list

Summary for plm objects

within_intercept

Overall Intercept for Within Models Along its Standard Error

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

Newey and West (1987) Robust Covariance Matrix Estimator

re-export_functions

Functions exported from other packages

Double-Clustering Robust Covariance Matrix Estimator

Wages and Education of Young Males

Employment and Wages in the United Kingdom

Gasoline Consumption

Grunfeld's Investment Data

Purchasing Power Parity and other parity relationships

Cigarette Consumption

Wages and Hours Worked

US States Production

Crime in North Carolina