| aneweytest | Angrist and Newey's version of Chamberlain test for fixed... |
| Cigar | Cigarette Consumption |
| cipstest | Cross-sectionally Augmented IPS Test for Unit Roots in Panel... |
| cortab | Cross-sectional correlation matrix |
| Crime | Crime in North Carolina |
| detect.lindep | Functions to detect linear dependence |
| 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 |
| has.intercept | Check for the presence of an intercept in a formula or in a... |
| Hedonic | Hedonic Prices of Census Tracts in the Boston Area |
| index.plm | Extract the indexes of panel data |
| is.pbalanced | Check if data are balanced |
| is.pconsecutive | Check if time periods are consecutive |
| is.pseries | Check if an object is a pseries |
| LaborSupply | Wages and Hours Worked |
| lag.plm | lag, lead, and diff for panel data |
| make.dummies | Create a Dummy Matrix |
| make.pbalanced | Make data balanced |
| make.pconsecutive | Make data consecutive (and, optionally, also balanced) |
| Males | Wages and Education of Young Males |
| model.frame.pdata.frame | model.frame and model.matrix for panel data |
| mtest | Arellano-Bond Test of Serial Correlation |
| nobs.plm | 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... |
| pbnftest | Modified BNF-Durbin-Watson Test and Baltagi-Wu's LBI Test for... |
| 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 | pdata.frame: a data.frame for panel data |
| pdim | Check for the Dimensions of the Panel |
| pdwtest | Durbin-Watson Test for Panel Models |
| pFtest | F Test for Individual and/or Time Effects |
| pggls | General FGLS Estimators |
| pgmm | Generalized Method of Moments (GMM) Estimation for Panel Data |
| pgrangertest | Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012)) |
| phansitest | Simes Test for unit roots in panel data |
| pht | Hausman-Taylor Estimator for Panel Data |
| phtest | Hausman Test for Panel Models |
| piest | Chamberlain estimator and test for fixed effects |
| pldv | Panel estimators for limited dependent variables |
| plm | Panel Data Estimators |
| plm-deprecated | Deprecated functions of plm |
| plm.fast | Option to Switch On/Off Fast Data Transformations |
| plm-package | plm package: linear models for panel data |
| plmtest | Lagrange FF 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 |
| predict.plm | Model Prediction for plm Objects |
| Produc | US States Production |
| pseries | panel series |
| pseriesfy | Turn all columns of a pdata.frame into class pseries. |
| 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 |
| ranef.plm | Extract the Random Effects |
| re-export_functions | Functions exported from other packages |
| RiceFarms | Production of Rice in Indonesia |
| 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.plm | 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 |
