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 publication2017-04-13 07:55:51
MaintainerYves Croissant <>
LicenseGPL (>=2)

View on R-Forge

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 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


alias Man page
alias.pFormula Man page
alias.plm Man page
aneweytest Man page Man page
as.Formula.pFormula Man page
as.list.pdata.frame Man page
as.matrix.pseries Man page
between Man page
Between Man page
between.pseries Man page
Between.pseries Man page
Cigar Man page
cipstest Man page
cipstest.formula Man page
cipstest.panelmodel Man page
Crime Man page
detect_lin_dep Man page Man page
detect_lin_dep.matrix Man page
detect_lin_dep.plm Man page
diff Man page
diff.pseries Man page
dynformula Man page
EmplUK Man page
ercomp Man page
ercomp.formula Man page
ercomp.plm Man page
fixef Man page
fixef.plm Man page
formula.dynformula Man page
Gasoline Man page
Grunfeld Man page
has.intercept Man page
Hedonic Man page
index Man page
index.panelmodel Man page
index.pdata.frame Man page
index.pindex Man page
index.pseries Man page
is.pbalanced Man page Man page
is.pbalanced.default Man page
is.pbalanced.panelmodel Man page
is.pbalanced.pdata.frame Man page
is.pbalanced.pgmm Man page
is.pbalanced.pseries Man page
is.pconsecutive Man page Man page
is.pconsecutive.default Man page
is.pconsecutive.panelmodel Man page
is.pconsecutive.pdata.frame Man page
is.pconsecutive.pseries Man page
LaborSupply Man page
lag Man page
lag.pseries Man page
lead Man page
lead.pseries Man page
make.pbalanced Man page Man page
make.pbalanced.pdata.frame Man page
make.pbalanced.pseries Man page
make.pconsecutive Man page Man page
make.pconsecutive.pdata.frame Man page
make.pconsecutive.pseries Man page
Males Man page
model.frame Man page
model.frame.pFormula Man page
model.matrix Man page
model.matrix.pFormula Man page
model.matrix.plm Man page
mtest Man page
nobs Man page
nobs.panelmodel Man page
Parity Man page
pbgtest Man page
pbgtest.formula Man page
pbgtest.panelmodel Man page
pbltest Man page
pbltest.formula Man page
pbltest.plm Man page
pbsytest Man page
pbsytest.formula Man page
pbsytest.panelmodel Man page
pcce Man page
pcdtest Man page
pcdtest.formula Man page
pcdtest.panelmodel Man page
pcdtest.pseries Man page
[.pdata.frame Man page
[[.pdata.frame Man page
$.pdata.frame Man page
pdata.frame Man page
pdim Man page Man page
pdim.default Man page
pdim.panelmodel Man page
pdim.pdata.frame Man page
pdim.pgmm Man page
pdim.pseries Man page
pdwtest Man page
pdwtest.formula Man page
pdwtest.panelmodel Man page
pFormula Man page
pFtest Man page
pFtest.formula Man page
pFtest.plm Man page
pggls Man page
pgmm Man page
pht Man page
phtest Man page
phtest.formula Man page
phtest.panelmodel Man page
piest Man page
plm Man page Man page
plm-package Man page
plmtest Man page
plmtest.formula Man page
plmtest.plm Man page
plot.plm Man page
pmg Man page
pmodel.response Man page Man page
pmodel.response.pFormula Man page
pmodel.response.plm Man page
pooltest Man page
pooltest.formula Man page
pooltest.plm Man page
print.dynformula Man page
print.ercomp Man page
print.fixef Man page
print.panelmodel Man page
print.pdata.frame Man page
print.pdim Man page
print.purtest Man page
print.pvar Man page
print.summary.aneweytest Man page
print.summary.fixef Man page
print.summary.pcce Man page
print.summary.pggls Man page
print.summary.pgmm Man page
print.summary.pht Man page
print.summary.piest Man page
print.summary.plm Man page
print.summary.pmg Man page
print.summary.pseries Man page
print.summary.purtest Man page
print.summary.pvcm Man page
Produc Man page
pseries Man page
punbalancedness Man page Man page
punbalancedness.panelmodel Man page
punbalancedness.pdata.frame Man page
purtest Man page
pvar Man page Man page
pvar.matrix Man page
pvar.pdata.frame Man page
pvcm Man page
pvcovHC Man page
pwaldtest Man page
pwaldtest.formula Man page
pwaldtest.panelmodel Man page
pwaldtest.plm Man page
pwartest Man page
pwartest.formula Man page
pwartest.panelmodel Man page
pwfdtest Man page
pwfdtest.formula Man page
pwfdtest.panelmodel Man page
pwtest Man page
pwtest.formula Man page
pwtest.panelmodel Man page
RiceFarms Man page
r.squared Man page
sargan Man page
Snmesp Man page
SumHes Man page
summary.aneweytest Man page
summary.fixef Man page
summary.pcce Man page
summary.pggls Man page
summary.pgmm Man page
summary.pht Man page
summary.piest Man page
summary.plm Man page
summary.pmg Man page
summary.pseries Man page
summary.purtest Man page
summary.pvcm Man page
vcovBK Man page
vcovBK.plm Man page
vcovDC Man page
vcovDC.pcce Man page
vcovDC.plm Man page
vcovG Man page
vcovG.pcce Man page
vcovG.plm Man page
vcovHC Man page
vcovHC.pcce Man page
vcovHC.pgmm Man page
vcovHC.plm Man page
vcovNW Man page
vcovNW.pcce Man page
vcovNW.plm Man page
vcovSCC Man page
vcovSCC.pcce Man page
vcovSCC.plm Man page
Wages Man page
Within Man page
within_intercept Man page
within_intercept.plm Man page
Within.pseries Man page


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
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/ 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/test_R2_adj_R2.R tests/ 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_pbgtest.R tests/test_pbsytest_unbalanced.R
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/ tests/test_plm_na.action.R tests/test_plmtest_unbalanced.R
tests/test_preserve_rownames.R tests/test_pseries_subsetting.R tests/test_punbalancedness.R tests/test_pvar.R tests/test_pwaldtest.R
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

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