plm: Linear Models for Panel Data

A set of estimators and tests for panel data.

Author
Yves Croissant [aut, cre], Giovanni Millo [aut], Ott Toomet [ctb], Christian Kleiber [ctb], Achim Zeileis [ctb], Arne Henningsen [ctb], Liviu Andronic [ctb], Nina Sch<c3><b6>nfelder [ctb], Kevin Tappe [ctb]
Date of publication
2016-11-30 02:12:32
Maintainer
Yves Croissant <yves.croissant@univ-reunion.fr>
License
GPL (>= 2)
Version
1.6-4
URLs

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