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plm (version 1.2-0)

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

1.2-0

License

GPL (>= 2)

Maintainer

Yves Croissant

Last Published

September 23rd, 2009

Functions in plm (1.2-0)

fixef.plm

Extract the Fixed Effects
phtest

Hausman Test for Panel Models
plmtest

Lagrange Multiplier Tests for Panel Models
Cigar

Cigarette Consumption
ercomp

Estimation of the error components
Crime

Crime in North Carolina
Males

Wages and Education of Young Males
Snmesp

Employment and Wage in Spain
Gasoline

Gasoline Consumption
plm.data

Data Frame Special Format for Panel Data
pdata.frame

data.frame for panel data
LaborSupply

Wages and Hours Worked
Grunfeld

Grunfeld Investment Data
EmplUK

Employment and Wage in England
pwtest

Wooldridge's Test for Unobserved Effects in Panel Models
dynformula

Dynamic Formula
pwartest

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

panel series
Produc

US States Production
pdwtest

Durbin--Watson Test for Panel Models
SumHes

The Penn Table
pFormula

pFormula : an extended Formula for panel data
pbgtest

Breusch--Godfrey Test for Panel Models
Hedonic

Hedonic Prices of Cencus Tracts in Boston
sargan

Hansen--Sargan Test of Overidentifying Restrictions
pFtest

F Test for Effects
plm

Panel Data Estimators
pvar

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

Tests of cross-section dependence for panel models
pggls

General FGLS Estimators
pooltest

Test of Poolability
pbsytest

Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Mulitiplier Tests for Panel Models
pmodel.response

A function to extract the model.response
Wages

Panel Datas of Individual Wages
pgmm

General Method of Moments Estimator for Panel Data
pht

Hausman-Taylor Estimator for Panel Data
pbltest

Baltagi and Li Serial Dependence Test For Random Effects Models
pvcm

Variable Coefficients Models for Panel Data
pwfdtest

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

Robust Covariance Matrix Estimators
pdim

Check for the Dimensions of the Panel
mtest

Arellano--Bond test of Serial Correlation