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plm (version 0.3-1)

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

0.3-1

License

GPL version 2 or newer

Maintainer

Yves Croissant

Last Published

April 4th, 2025

Functions in plm (0.3-1)

phtest

Hausman Test for Panel Models
fixef.plm

Extract the Fixed Effects
pbsytest

Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Mulitiplier Tests for Panel Models
pgmm

General Method of Moments Estimator for Panel Data
plm

Panel Data Estimators
plm.data

Data Frame Special Format for Panel Data
EmplUK

Employment and Wage in England
pvcovHC

Robust Covariance Matrix Estimators
pbgtest

Breusch--Godfrey Test for Panel Models
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
mtest

Arellano--Bond test of Serial Correlation
pvcm

Variable Coefficients Models for Panel Data
pvar

Check Whether Variables of a Panel Have Individual and Time Variations
plmtest

Lagrange Multiplier Tests for Panel Models
pooltest

Test of Poolability
dynformula

Dynamic Formula
pFtest

F Test for Effects
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
sargan

Hansen--Sargan Test of Overidentifying Restrictions
Snmesp

Employment and Wage in Spain
pdwtest

Durbin--Watson Test for Panel Models
pwartest

Wooldridge Test for AR(1) Errors in FE Panel Models
pggls

General FGLS Estimators
pdim

Check for the Dimensions of the Panel