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plm (version 1.0-1)
Linear models for panel data
Description
A set of estimators and tests for panel data
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Install
install.packages('plm')
Monthly Downloads
47,217
Version
1.0-1
License
GPL (>=2)
Maintainer
Yves Croissant
Last Published
April 4th, 2025
Functions in plm (1.0-1)
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Snmesp
Employment and Wage in Spain
plm.data
Data Frame Special Format for Panel Data
pwartest
Wooldridge Test for AR(1) Errors in FE Panel Models
EmplUK
Employment and Wage in England
dynformula
Dynamic Formula
fixef.plm
Extract the Fixed Effects
plm
Panel Data Estimators
pbsytest
Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Mulitiplier Tests for Panel Models
pvcovHC
Robust covariance matrix estimators
pcdtest
Tests of cross-section dependence for panel models
plmtest
Lagrange Multiplier Tests for Panel Models
mtest
Arellano--Bond test of Serial Correlation
pdwtest
Durbin--Watson Test for Panel Models
pggls
General FGLS Estimators
pvar
Check Whether Variables of a Panel Have Individual and Time Variations
pbgtest
Breusch--Godfrey Test for Panel Models
pgmm
General Method of Moments Estimator for Panel Data
pooltest
Test of Poolability
sargan
Hansen--Sargan Test of Overidentifying Restrictions
pwfdtest
Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
phtest
Hausman Test for Panel Models
pwtest
Wooldridge's Test for Unobserved Effects in Panel Models
pFtest
F Test for Effects
pbltest
Baltagi and Li Serial Dependence Test For Random Effects Models
pdim
Check for the Dimensions of the Panel
pvcm
Variable Coefficients Models for Panel Data