Man pages for plm
Linear Models for Panel Data

aneweytestAngrist and Newey's version of Chamberlain test for fixed...
CigarCigarette Consumption
cipstestCross-sectionally Augmented IPS Test for Unit Roots in Panel...
cortabCross-sectional correlation matrix
CrimeCrime in North Carolina
detect.lindepFunctions to detect linear dependence
EmplUKEmployment and Wages in the United Kingdom
ercompEstimation of the error components
fixef.plmExtract the Fixed Effects
GasolineGasoline Consumption
GrunfeldGrunfeld's Investment Data
has.interceptCheck for the presence of an intercept in a formula or in a...
HedonicHedonic Prices of Census Tracts in the Boston Area
index.plmExtract the indexes of panel data
is.pbalancedCheck if data are balanced
is.pconsecutiveCheck if time periods are consecutive
is.pseriesCheck if an object is a pseries
LaborSupplyWages and Hours Worked
lag.plmlag, lead, and diff for panel data
make.dummiesCreate a Dummy Matrix
make.pbalancedMake data balanced
make.pconsecutiveMake data consecutive (and, optionally, also balanced)
MalesWages and Education of Young Males
model.frame.pdata.framemodel.frame and model.matrix for panel data
mtestArellano-Bond Test of Serial Correlation
nobs.plmExtract Total Number of Observations Used in Estimated...
ParityPurchasing Power Parity and other parity relationships
pbgtestBreusch-Godfrey Test for Panel Models
pbltestBaltagi and Li Serial Dependence Test For Random Effects...
pbnftestModified BNF-Durbin-Watson Test and Baltagi-Wu's LBI Test for...
pbsytestBera, Sosa-Escudero and Yoon Locally-Robust Lagrange...
pcceCommon Correlated Effects estimators
pcdtestTests of cross-section dependence for panel models
pdata.framedata.frame for panel data
pdimCheck for the Dimensions of the Panel
pdwtestDurbin-Watson Test for Panel Models
pFtestF Test for Individual and/or Time Effects
pgglsGeneral FGLS Estimators
pgmmGeneralized Method of Moments (GMM) Estimation for Panel Data
pgrangertestPanel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
phansitestSimes Test for unit roots in panel data
phtHausman-Taylor Estimator for Panel Data
phtestHausman Test for Panel Models
piestChamberlain estimator and test for fixed effects
pldvPanel estimators for limited dependent variables
plmPanel Data Estimators
plm-deprecatedDeprecated functions of plm
plm.fastOption to Switch On/Off Fast Data Transformations
plm-packageplm package: linear models for panel data
plmtestLagrange FF Multiplier Tests for Panel Models
pmgMean Groups (MG), Demeaned MG and CCE MG estimators
pmodel.responseA function to extract the model.response
pooltestTest of Poolability
predict.plmModel Prediction for plm Objects
ProducUS States Production
pseriespanel series
pseriesfyTurn all columns of a pdata.frame into class pseries.
punbalancednessMeasures for Unbalancedness of Panel Data
purtestUnit root tests for panel data
pvarCheck for Cross-Sectional and Time Variation
pvcmVariable Coefficients Models for Panel Data
pwaldtestWald-style Chi-square Test and F Test
pwartestWooldridge Test for AR(1) Errors in FE Panel Models
pwfdtestWooldridge first-difference-based test for AR(1) errors in...
pwtestWooldridge's Test for Unobserved Effects in Panel Models
ranef.plmExtract the Random Effects
re-export_functionsFunctions exported from other packages
RiceFarmsProduction of Rice in Indonesia
r.squaredR squared and adjusted R squared for panel models
sarganHansen-Sargan Test of Overidentifying Restrictions
SnmespEmployment and Wages in Spain
SumHesThe Penn World Table, v. 5
summary.plmSummary for plm objects
vcovBKBeck and Katz Robust Covariance Matrix Estimators
vcovDCDouble-Clustering Robust Covariance Matrix Estimator
vcovGGeneric Lego building block for Robust Covariance Matrix...
vcovHC.plmRobust Covariance Matrix Estimators
vcovNWNewey and West (1987) Robust Covariance Matrix Estimator
vcovSCCDriscoll and Kraay (1998) Robust Covariance Matrix Estimator
WagesPanel Data of Individual Wages
within_interceptOverall Intercept for Within Models Along its Standard Error
plm documentation built on April 9, 2023, 5:06 p.m.