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plm (version 0.2-2)

Linear models for panel data

Description

A set of estimators and tests for panel data

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Version

Install

install.packages('plm')

Monthly Downloads

47,217

Version

0.2-2

License

GPL version 2 or newer

Maintainer

Yves Croissant

Last Published

April 4th, 2025

Functions in plm (0.2-2)

sargan

Hansen--Sargan test of overidentifying restrictions
mtest

Arellano and Bond test of serial correlation
within

The within transformation
pdata.frame

Data frame for panel data
between

The between transformation
phtest

Hausman test for panel models
FE

Extract the fixed effects
pggls

General FGLS Estimators
pvar

Check whether variables of a panel have individual and time variations
plmtest

Lagrance mulitplier tests for panel models
pdim

Check for the dimensions of the panel
pgmm

General method of moments estimator for panel data
EmplUK

Employment and Wage in England
plm

Panel Data Estimators
pooltest

Test of poolability
dynformula

Dynamic formula
Snmesp

Employment and Wage in Spain
pvcovHC

Robust covariance matrix estimators
pvcm

Variable coefficients models for panel data
pFtest

F test for effects
pread.table

Read panel data from text file
diff.pserie

Difference operator for panel data
lag.pserie

Lag operator for panel data
papply

Conditional operation for panel data