plm: Linear Models for Panel Data

A set of estimators and tests for panel data.

AuthorYves Croissant [aut, cre], Giovanni Millo [aut], Kevin Tappe [aut], Ott Toomet [ctb], Christian Kleiber [ctb], Achim Zeileis [ctb], Arne Henningsen [ctb], Liviu Andronic [ctb], Nina Schoenfelder [ctb]
Date of publication2016-12-02 23:31:22
MaintainerYves Croissant <yves.croissant@univ-reunion.fr>
LicenseGPL (>= 2)
Version1.6-5
https://cran.r-project.org/package=plm, https://r-forge.r-project.org/projects/plm/

View on CRAN

Man pages

aneweytest: Chamberlain estimator and test for fixed effects

Cigar: Cigarette Consumption

cipstest: Cross-sectionally Augmented IPS Test for Unit Roots in Panel...

Crime: Crime in North Carolina

detect_lin_dep_alias: Functions to detect linear dependence

dynformula: Dynamic Formula

EmplUK: Employment and Wages in the United Kingdom

ercomp: Estimation of the error components

fixef.plm: Extract the Fixed Effects

Gasoline: Gasoline Consumption

Grunfeld: Grunfeld's Investment Data

Hedonic: Hedonic Prices of Census Tracts in the Boston Area

index: Extract the indexes of panel data

is.pbalanced: Check if data are balanced

is.pconsecutive: Check if time periods are consecutive

LaborSupply: Wages and Hours Worked

lag_lead_diff: lag, lead, and diff for panel data

make.pbalanced: Make data balanced

make.pconsecutive: Make data consecutive (and, optionally, also balanced)

Males: Wages and Education of Young Males

model.frame_model.matrix: model.frame and model.matrix for panel data

mtest: Arellano-Bond test of Serial Correlation

nobs: Extract Total Number of Observations Used in Estimated...

Parity: Purchasing Power Parity and other parity relationships

pbgtest: Breusch-Godfrey Test for Panel Models

pbltest: Baltagi and Li Serial Dependence Test For Random Effects...

pbsytest: Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange...

pcce: Common Correlated Effects estimators

pcdtest: Tests of cross-section dependence for panel models

pdata.frame: data.frame for panel data

pdim: Check for the Dimensions of the Panel

pdwtest: Durbin-Watson Test for Panel Models

pFormula: pFormula: An extended Formula interface for panel data

pFtest: F Test for Individual and/or Time Effects

pggls: General FGLS Estimators

pgmm: Generalized Method of Moments (GMM) Estimation for Panel Data

pht: Hausman-Taylor Estimator for Panel Data

phtest: Hausman Test for Panel Models

piest: Chamberlain estimator and test for fixed effects

plm: Panel Data Estimators

plm.data: Data Frame Special Format for Panel Data

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

plmtest: Lagrange Multiplier Tests for Panel Models

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

pmodel.response: A function to extract the model.response

pooltest: Test of Poolability

Produc: US States Production

pseries: panel series

punbalancedness: Measures for Unbalancedness of Panel Data

purtest: Unit root tests for panel data

pvar: Check for Cross-Sectional and Time Variation

pvcm: Variable Coefficients Models for Panel Data

pwaldtest: Wald-style Chi-square Test and F Test

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

pwfdtest: Wooldridge first-difference-based test for AR(1) errors in...

pwtest: Wooldridge's Test for Unobserved Effects in Panel Models

RiceFarms: Production of Rice in India

r.squared: R squared and adjusted R squared for panel models

sargan: Hansen-Sargan Test of Overidentifying Restrictions

Snmesp: Employment and Wages in Spain

SumHes: The Penn World Table, v. 5

summary.plm: Summary for plm objects

vcovBK: Beck and Katz Robust Covariance Matrix Estimators

vcovDC: Double-Clustering Robust Covariance Matrix Estimator

vcovG: Generic Lego building block for Robust Covariance Matrix...

vcovHC: Robust Covariance Matrix Estimators

vcovNW: Newey and West(1987) Robust Covariance Matrix Estimator

vcovSCC: Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

Wages: Panel Data of Individual Wages

within_intercept: Overall Intercept for Within Models Along its Standard Error

Files in this package

plm
plm/inst
plm/inst/CITATION
plm/inst/doc
plm/inst/doc/plm.pdf
plm/inst/doc/plm.R
plm/inst/doc/plm.rnw
plm/tests
plm/tests/test_Estimators.R
plm/tests/test_model.matrix_pmodel.response_NA.R
plm/tests/test_model.matrix_effects.R
plm/tests/test_summary.plm_vcov.R
plm/tests/test_as.data.frame_as.matrix.R
plm/tests/test_preserve_rownames.R
plm/tests/test_detect_lin_dep_alias.R
plm/tests/testErrors.R
plm/tests/test_within_intercept.R
plm/tests/test_pseries_subsetting.R
plm/tests/testErrors.Rout.save
plm/tests/test_pwaldtest_vcovG_attr_cluster.R
plm/tests/test_Chow.R
plm/tests/test_pwfdtest_pwartest.R
plm/tests/test_pcdtest.R
plm/tests/test_fitted.plm.R
plm/tests/testEvaluation.R
plm/tests/test_pFtest.R
plm/tests/test_model.matrix_pmodel.response.R
plm/tests/test_plmtest_unbalanced.Rout.save
plm/tests/test_R2_adj_R2.R
plm/tests/test_pbgtest.R
plm/tests/test_pFtest.Rout.save
plm/tests/test_fixef.R
plm/tests/test_pvar.R
plm/tests/test_pwtest.R
plm/tests/test_pwaldtest.R
plm/tests/test_lagt_leadt.R
plm/tests/test_plm_na.action.R
plm/tests/test_pdata.frame_extract_class_est_mod.R
plm/tests/testEvaluation.Rout.save
plm/tests/test_is.pconsecutive.R
plm/tests/test_pdata.frame_id_index_more.R
plm/tests/test_pdiff_fd.R
plm/tests/test_pdata.frame_print_duplicated_rownames.R
plm/tests/test_make.pconsecutive_pbalanced.R
plm/tests/testpgmm.R
plm/tests/test_fixef_comp_lm_plm.R
plm/tests/test_pdata.frame_subsetting.R
plm/tests/test_as.list.pdata.frame.R
plm/tests/test_plmtest_unbalanced.R
plm/tests/test_vcovG_lin_dep.R
plm/tests/test_punbalancedness.R
plm/tests/test_pdata.frame_unused_levels.R
plm/tests/test_lag_lead.R
plm/tests/test_phtest_Hausman_regression.R
plm/tests/test_model.frame.R
plm/NAMESPACE
plm/NEWS
plm/data
plm/data/Produc.rda
plm/data/LaborSupply.rda
plm/data/SumHes.rda
plm/data/Hedonic.rda
plm/data/Grunfeld.rda
plm/data/RiceFarms.rda
plm/data/Cigar.rda
plm/data/Parity.rda
plm/data/Snmesp.rda
plm/data/Gasoline.rda
plm/data/Males.rda
plm/data/Wages.rda
plm/data/Crime.rda
plm/data/EmplUK.rda
plm/R
plm/R/is.pconsecutive_pbalanced.R plm/R/divers.R plm/R/pgmm.methods.R plm/R/attributes.R plm/R/plm.data.R plm/R/detect_lin_dep_alias.R plm/R/panelmodel.R plm/R/pvcm.R plm/R/pggls.R plm/R/pmg.R plm/R/pserial.R plm/R/plm.methods.R plm/R/dynformula.R plm/R/ercomp.R plm/R/lagt.R plm/R/options.R plm/R/purtest.R plm/R/index.R plm/R/ptest.R plm/R/pcdtest.R plm/R/pht.R plm/R/pfunctions.R plm/R/pFormula.R plm/R/make.pconsecutive_pbalanced.R plm/R/plm.list.R plm/R/piest.R plm/R/cipstest.R plm/R/fixef.R plm/R/vcovG.R plm/R/plm.R plm/R/within_intercept.R plm/R/pgmm.R plm/R/pcce.R
plm/vignettes
plm/vignettes/bibliojss.bib
plm/vignettes/plm.rnw
plm/MD5
plm/build
plm/build/vignette.rds
plm/DESCRIPTION
plm/THANKS
plm/man
plm/man/pbltest.Rd plm/man/pwfdtest.Rd plm/man/LaborSupply.Rd plm/man/is.pconsecutive.Rd plm/man/Parity.Rd plm/man/Males.Rd plm/man/pcdtest.Rd plm/man/pdwtest.Rd plm/man/pdim.Rd plm/man/pFormula.Rd plm/man/vcovHC.Rd plm/man/pmg.Rd plm/man/purtest.Rd plm/man/phtest.Rd plm/man/pwtest.Rd plm/man/cipstest.Rd plm/man/Hedonic.Rd plm/man/vcovG.Rd plm/man/Snmesp.Rd plm/man/plm-package.Rd plm/man/nobs.Rd plm/man/pcce.Rd plm/man/pgmm.Rd plm/man/pbgtest.Rd plm/man/Grunfeld.Rd plm/man/pggls.Rd plm/man/Produc.Rd plm/man/mtest.Rd plm/man/SumHes.Rd plm/man/index.Rd plm/man/vcovDC.Rd plm/man/EmplUK.Rd plm/man/pFtest.Rd plm/man/ercomp.Rd plm/man/vcovBK.Rd plm/man/r.squared.Rd plm/man/Wages.Rd plm/man/plm.data.Rd plm/man/plmtest.Rd plm/man/pht.Rd plm/man/punbalancedness.Rd plm/man/pvar.Rd plm/man/detect_lin_dep_alias.Rd plm/man/pooltest.Rd plm/man/pwartest.Rd plm/man/Crime.Rd plm/man/dynformula.Rd plm/man/pvcm.Rd plm/man/piest.Rd plm/man/pdata.frame.Rd plm/man/within_intercept.Rd plm/man/model.frame_model.matrix.Rd plm/man/pseries.Rd plm/man/aneweytest.Rd plm/man/make.pbalanced.Rd plm/man/make.pconsecutive.Rd plm/man/sargan.Rd plm/man/summary.plm.Rd plm/man/vcovSCC.Rd plm/man/RiceFarms.Rd plm/man/Gasoline.Rd plm/man/Cigar.Rd plm/man/vcovNW.Rd plm/man/lag_lead_diff.Rd plm/man/pwaldtest.Rd plm/man/is.pbalanced.Rd plm/man/fixef.plm.Rd plm/man/plm.Rd plm/man/pmodel.response.Rd plm/man/pbsytest.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.