plm: Linear Models for Panel Data
Version 1.6-6

A set of estimators and tests for panel data.

Browse man pages Browse package API and functions Browse package files

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 publication2017-05-16 08:23:11
MaintainerYves Croissant <yves.croissant@univ-reunion.fr>
LicenseGPL (>=2)
Version1.6-6
URL https://cran.r-project.org/package=plm https://r-forge.r-project.org/projects/plm/
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("plm", repos="http://R-Forge.R-project.org")

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 (Deprecated)
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

Functions

$.pdata.frame Man page
Between Man page Source code
Between.default Source code
Between.pseries Man page Source code
Cigar Man page
Crime Man page
EmplUK Man page
FD Source code
FSM Source code
G Source code
Gasoline Man page
Grunfeld Man page
Hedonic Man page
Id Source code
LaborSupply Man page
Males Man page
Parity Man page
Produc Man page
RiceFarms Man page
Snmesp Man page
Sum Source code
Sum.default Source code
Sum.pseries Source code
SumHes Man page
Tapply Source code
Tapply.default Source code
Tapply.matrix Source code
Tapply.pseries Source code
Wages Man page
Within Man page Source code
Within.default Source code
Within.matrix Source code
Within.pseries Man page Source code
YCdiff Source code
YClags Source code
YCtrend Source code
[.pdata.frame Man page
[[.pdata.frame Man page
adj.ips.value Source code
adj.levinlin.value Source code
alagt Source code
alias Man page
alias.pFormula Man page Source code
alias.plm Man page Source code
aneweytest Man page Source code
as.Formula.pFormula Man page Source code
as.data.frame.pdata.frame Man page Source code
as.list.pdata.frame Man page Source code
as.matrix.pseries Man page Source code
bdiag Source code
between Man page Source code
between.default Source code
between.matrix Source code
between.pseries Man page Source code
cipstest Man page Source code
cipstest.formula Man page
cipstest.panelmodel Man page
coef.panelmodel Source code
coef.pgmm Source code
coef.summary.plm.list Source code
create.list Source code
critvals Source code
data.name Source code
data2plm.data Source code
describe Source code
detect_lin_dep Man page Source code
detect_lin_dep.data.frame Man page Source code
detect_lin_dep.matrix Man page Source code
detect_lin_dep.plm Man page Source code
deviance.panelmodel Source code
df.residual.panelmodel Source code
diff Man page
diff.pseries Man page Source code
dynformula Man page Source code
dynterms Source code
dynterms2formula Source code
ercomp Man page Source code
ercomp.formula Man page Source code
ercomp.plm Man page Source code
expand.formula Source code
extract.data Source code
fancy.row.names Source code
fitted.panelmodel Source code
fitted.plm Source code
fitted_exp.plm Source code
fixef Man page
fixef.plm Man page Source code
formula.dynformula Man page Source code
formula.plm Source code
gettvalue Source code
getvar Source code
has.intercept Man page Source code
has.intercept.Formula Source code
has.intercept.default Source code
has.intercept.formula Source code
has.intercept.panelmodel Source code
has.intercept.plm Source code
index Man page
index.panelmodel Man page Source code
index.pdata.frame Man page Source code
index.pindex Man page Source code
index.pseries Man page Source code
indexes Source code
intersect_index_by_time Source code
is.constant Source code
is.pbalanced Man page Source code
is.pbalanced.data.frame Man page Source code
is.pbalanced.default Man page Source code
is.pbalanced.panelmodel Man page Source code
is.pbalanced.pdata.frame Man page Source code
is.pbalanced.pgmm Man page Source code
is.pbalanced.pseries Man page Source code
is.pconsecutive Man page Source code
is.pconsecutive.data.frame Man page Source code
is.pconsecutive.default Man page Source code
is.pconsecutive.panelmodel Man page Source code
is.pconsecutive.pdata.frame Man page Source code
is.pconsecutive.pseries Man page Source code
lag Man page
lag.pseries Man page Source code
lagsel Source code
lagt.pseries Source code
lead Man page Source code
lead.pseries Man page Source code
leadt Source code
leadt.pseries Source code
lev2var Source code
longrunvar Source code
make.pbalanced Man page Source code
make.pbalanced.data.frame Man page Source code
make.pbalanced.pdata.frame Man page Source code
make.pbalanced.pseries Man page Source code
make.pconsecutive Man page Source code
make.pconsecutive.data.frame Man page Source code
make.pconsecutive.indexes Source code
make.pconsecutive.pdata.frame Man page Source code
make.pconsecutive.pseries Man page Source code
makeW2 Source code
makegmm Source code
model.frame Man page
model.frame.pFormula Man page Source code
model.matrix Man page
model.matrix.pFormula Man page Source code
model.matrix.pcce Source code
model.matrix.pdata.frame Source code
model.matrix.plm Man page Source code
mtest Man page Source code
my.lm.fit Source code
mylm Source code
myvar Source code
nobs Man page
nobs.panelmodel Man page Source code
nobs.pgmm Source code
oneof Source code
oppl Source code
pFormula Man page Source code
pFtest Man page Source code
pFtest.formula Man page Source code
pFtest.plm Man page Source code
pbgtest Man page Source code
pbgtest.formula Man page Source code
pbgtest.panelmodel Man page Source code
pbltest Man page Source code
pbltest.formula Man page Source code
pbltest.plm Man page Source code
pbsytest Man page Source code
pbsytest.formula Man page Source code
pbsytest.panelmodel Man page Source code
pcce Man page Source code
pcdres Source code
pcdtest Man page Source code
pcdtest.formula Man page Source code
pcdtest.panelmodel Man page Source code
pcdtest.pseries Man page Source code
pchibarsq Source code
pdata.frame Man page Source code
pdiff Source code
pdim Man page Source code
pdim.data.frame Man page Source code
pdim.default Man page Source code
pdim.panelmodel Man page Source code
pdim.pdata.frame Man page Source code
pdim.pgmm Man page Source code
pdim.pseries Man page Source code
pdwtest Man page Source code
pdwtest.formula Man page Source code
pdwtest.panelmodel Man page Source code
pggls Man page Source code
pgmm Man page Source code
pht Man page Source code
phtest Man page Source code
phtest.formula Man page Source code
phtest.panelmodel Man page Source code
piest Man page Source code
plm Man page Source code
plm-package Man page
plm.data Man page Source code
plm.data_depr_orig Source code
plm.fit Source code
plm.list Source code
plmtest Man page Source code
plmtest.formula Man page Source code
plmtest.plm Man page Source code
plot.plm Man page Source code
plot.pseries Source code
plot.summary.pseries Source code
pmerge Source code
pmg Man page Source code
pmodel.response Man page Source code
pmodel.response.data.frame Man page Source code
pmodel.response.pFormula Man page Source code
pmodel.response.pcce Source code
pmodel.response.pdataframe Source code
pmodel.response.plm Man page Source code
pooltest Man page Source code
pooltest.formula Man page Source code
pooltest.plm Man page Source code
pos.index Source code
predict.plm Source code
pres Source code
preshape Source code
print.dynformula Man page Source code
print.ercomp Man page Source code
print.fixef Man page Source code
print.form Source code
print.indexes Source code
print.panelmodel Man page Source code
print.pdata.frame Man page Source code
print.pdim Man page Source code
print.plm.list Source code
print.pseries Source code
print.purtest Man page Source code
print.pvar Man page Source code
print.summary.aneweytest Man page
print.summary.fixef Man page Source code
print.summary.pcce Man page Source code
print.summary.pggls Man page Source code
print.summary.pgmm Man page Source code
print.summary.pht Man page Source code
print.summary.piest Man page Source code
print.summary.plm Man page Source code
print.summary.plm.list Source code
print.summary.pmg Man page Source code
print.summary.pseries Man page Source code
print.summary.purtest Man page Source code
print.summary.pvcm Man page Source code
print.theta Source code
pseries Man page
pseries2pdata Source code
punbalancedness Man page Source code
punbalancedness.data.frame Man page Source code
punbalancedness.default Source code
punbalancedness.panelmodel Man page Source code
punbalancedness.pdata.frame Man page Source code
purtest Man page Source code
pvar Man page Source code
pvar.data.frame Man page Source code
pvar.default Source code
pvar.matrix Man page Source code
pvar.pdata.frame Man page Source code
pvcm Man page Source code Source code
pvcm.random Source code Source code
pvcm.within Source code
pvcovHC Man page Source code
pwaldtest Man page Source code
pwaldtest.default Source code
pwaldtest.formula Man page
pwaldtest.panelmodel Man page
pwaldtest.plm Man page Source code
pwartest Man page Source code
pwartest.formula Man page Source code
pwartest.panelmodel Man page Source code
pwfdtest Man page Source code
pwfdtest.formula Man page Source code
pwfdtest.panelmodel Man page Source code
pwtest Man page Source code
pwtest.formula Man page Source code
pwtest.panelmodel Man page Source code
r.squared Man page Source code
rbindl Source code
residuals.panelmodel Source code
residuals.pcce Source code
residuals.pggls Source code
residuals.plm Source code Source code
residuals.pmg Source code
residuals_overall_exp.plm Source code
sargan Man page Source code
selectT Source code
starX Source code
summary.aneweytest Man page
summary.fixef Man page Source code
summary.pcce Man page Source code
summary.pggls Man page Source code
summary.pgmm Man page Source code
summary.pht Man page Source code
summary.piest Man page Source code
summary.plm Man page Source code
summary.plm.list Source code
summary.pmg Man page Source code
summary.pseries Man page Source code
summary.purtest Man page Source code
summary.pvcm Man page Source code
sumres Source code
sumsq Source code
terms.panelmodel Source code
trace Source code
trans_clubSandwich_vcov Source code
tsadf Source code
tss Source code
tss.default Source code
tss.plm Source code
twosls Source code
update.panelmodel Source code
vcov.panelmodel Source code
vcovBK Man page Source code
vcovBK.plm Man page Source code
vcovDC Man page Source code
vcovDC.pcce Man page
vcovDC.plm Man page Source code
vcovG Man page Source code
vcovG.pcce Man page
vcovG.plm Man page Source code
vcovHC Man page
vcovHC.pcce Man page
vcovHC.pgmm Man page Source code
vcovHC.plm Man page Source code
vcovNW Man page Source code
vcovNW.pcce Man page
vcovNW.plm Man page Source code
vcovSCC Man page Source code
vcovSCC.pcce Man page
vcovSCC.plm Man page Source code
wald Source code
within_intercept Man page Source code
within_intercept.plm Man page Source code
write.lags Source code

Files

DESCRIPTION
NAMESPACE
NEWS
R
R/attributes.R
R/cipstest.R
R/deprecated.R
R/detect_lin_dep_alias.R
R/divers.R
R/ercomp.R
R/fixef.R
R/index.R
R/is.pconsecutive_pbalanced.R
R/lagt.R
R/make.pconsecutive_pbalanced.R
R/options.R
R/pFormula.R
R/panelmodel.R
R/pcce.R
R/pcdtest.R
R/pfunctions.R
R/pggls.R
R/pgmm.R
R/piest.R
R/plm.R
R/pmg.R
R/pserial.R
R/ptest.R
R/purtest.R
R/pvcm.R
R/vcovG.R
R/within_intercept.R
THANKS
build
build/vignette.rds
data
data/Cigar.rda
data/Crime.rda
data/EmplUK.rda
data/Gasoline.rda
data/Grunfeld.rda
data/Hedonic.rda
data/LaborSupply.rda
data/Males.rda
data/Parity.rda
data/Produc.rda
data/RiceFarms.rda
data/Snmesp.rda
data/SumHes.rda
data/Wages.rda
inst
inst/CITATION
inst/doc
inst/doc/plm.R
inst/doc/plm.pdf
inst/doc/plm.rnw
man
man/Cigar.Rd
man/Crime.Rd
man/EmplUK.Rd
man/Gasoline.Rd
man/Grunfeld.Rd
man/Hedonic.Rd
man/LaborSupply.Rd
man/Males.Rd
man/Parity.Rd
man/Produc.Rd
man/RiceFarms.Rd
man/Snmesp.Rd
man/SumHes.Rd
man/Wages.Rd
man/aneweytest.Rd
man/cipstest.Rd
man/detect_lin_dep_alias.Rd
man/dynformula.Rd
man/ercomp.Rd
man/fixef.plm.Rd
man/index.Rd
man/is.pbalanced.Rd
man/is.pconsecutive.Rd
man/lag_lead_diff.Rd
man/make.pbalanced.Rd
man/make.pconsecutive.Rd
man/model.frame_model.matrix.Rd
man/mtest.Rd
man/nobs.Rd
man/pFormula.Rd
man/pFtest.Rd
man/pbgtest.Rd
man/pbltest.Rd
man/pbsytest.Rd
man/pcce.Rd
man/pcdtest.Rd
man/pdata.frame.Rd
man/pdim.Rd
man/pdwtest.Rd
man/pggls.Rd
man/pgmm.Rd
man/pht.Rd
man/phtest.Rd
man/piest.Rd
man/plm-package.Rd
man/plm.Rd
man/plm.data.Rd
man/plmtest.Rd
man/pmg.Rd
man/pmodel.response.Rd
man/pooltest.Rd
man/pseries.Rd
man/punbalancedness.Rd
man/purtest.Rd
man/pvar.Rd
man/pvcm.Rd
man/pwaldtest.Rd
man/pwartest.Rd
man/pwfdtest.Rd
man/pwtest.Rd
man/r.squared.Rd
man/sargan.Rd
man/summary.plm.Rd
man/vcovBK.Rd
man/vcovDC.Rd
man/vcovG.Rd
man/vcovHC.Rd
man/vcovNW.Rd
man/vcovSCC.Rd
man/within_intercept.Rd
tests
tests/testErrors.R
tests/testErrors.Rout.save
tests/testEvaluation.R
tests/testEvaluation.Rout.save
tests/test_Chow.R
tests/test_Chow.Rout.save
tests/test_Estimators.R
tests/test_Estimators.Rout.save
tests/test_R2_adj_R2.R
tests/test_as.data.frame_as.matrix.R
tests/test_as.list.pdata.frame.R
tests/test_detect_lin_dep_alias.R
tests/test_fitted.plm.R
tests/test_fixef.R
tests/test_fixef_comp_lm_plm.R
tests/test_is.pconsecutive.R
tests/test_lag_lead.R
tests/test_lagt_leadt.R
tests/test_make.pconsecutive_pbalanced.R
tests/test_model.frame.R
tests/test_model.matrix_effects.R
tests/test_model.matrix_pmodel.response.R
tests/test_model.matrix_pmodel.response_NA.R
tests/test_pFtest.R
tests/test_pFtest.Rout.save
tests/test_pbgtest.R
tests/test_pbsytest_unbalanced.R
tests/test_pbsytest_unbalanced.Rout.save
tests/test_pcdtest.R
tests/test_pdata.frame_const_allNA_nonfinite.R
tests/test_pdata.frame_extract_class_est_mod.R
tests/test_pdata.frame_id_index_more.R
tests/test_pdata.frame_print_duplicated_rownames.R
tests/test_pdata.frame_subsetting.R
tests/test_pdata.frame_unused_levels.R
tests/test_pdiff_fd.R
tests/test_pdwtest.R
tests/test_phtest_Hausman_regression.R
tests/test_plm.data.R
tests/test_plm_na.action.R
tests/test_plmtest_unbalanced.R
tests/test_plmtest_unbalanced.Rout.save
tests/test_preserve_rownames.R
tests/test_pseries_subsetting.R
tests/test_punbalancedness.R
tests/test_purtest.R
tests/test_pvar.R
tests/test_pwaldtest.R
tests/test_pwaldtest.Rout.save
tests/test_pwaldtest_vcovG_attr_cluster.R
tests/test_pwaldtest_vcovG_attr_cluster.Rout.save
tests/test_pwfdtest_pwartest.R
tests/test_pwtest.R
tests/test_residuals_overall_fitted_exp.R
tests/test_summary.plm_vcov.R
tests/test_summary.pseries_character_logical_factor.R
tests/test_vcovG_lin_dep.R
tests/test_within_intercept.R
tests/testpgmm.R
vignettes
vignettes/bibliojss.bib
vignettes/plm.rnw
plm documentation built on May 21, 2017, 12:23 a.m.