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.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 | 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)) |
phansi | 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 |
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 |
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