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plm (version 1.1-2)

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

1.1-2

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

May 5th, 2009

Functions in plm (1.1-2)

Males

Wages and Education of Young Males
sargan

Hansen--Sargan Test of Overidentifying Restrictions
LaborSupply

Wages and Hours Worked
phtest

Hausman Test for Panel Models
pwartest

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

General FGLS Estimators
Wages

Panel Datas of Individual Wages
pgmm

General Method of Moments Estimator for Panel Data
pbgtest

Breusch--Godfrey Test for Panel Models
plmtest

Lagrange Multiplier Tests for Panel Models
plm.data

Data Frame Special Format for Panel Data
Snmesp

Employment and Wage in Spain
SumHes

The Penn Table
pvar

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

Test of Poolability
pFtest

F Test for Effects
pdwtest

Durbin--Watson Test for Panel Models
pcdtest

Tests of cross-section dependence for panel models
plm

Panel Data Estimators
vcovHC

Robust Covariance Matrix Estimators
fixef.plm

Extract the Fixed Effects
dynformula

Dynamic Formula
pbsytest

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

Baltagi and Li Serial Dependence Test For Random Effects Models
EmplUK

Employment and Wage in England
mtest

Arellano--Bond test of Serial Correlation
Gasoline

Gasoline Consumption
Cigar

Cigarette Consumption
Hedonic

Hedonic Prices of Cencus Tracts in Boston
pvcm

Variable Coefficients Models for Panel Data
Crime

Crime in North Carolina
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
pwfdtest

Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
pdim

Check for the Dimensions of the Panel
Produc

Us States Production
ercomp

Estimation of the error components
Grunfeld

Grunfeld Investment Data