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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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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)
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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