Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (2.6-6) of this package.
Take me there.
plm (version 1.5-12)
Linear Models for Panel Data
Description
A set of estimators and tests for panel data.
Copy Link
Link to current version
Version
Version
2.6-6
2.6-5
2.6-4
2.6-3
2.6-2
2.6-1
2.6-0
2.4-3
2.4-2
2.4-1
2.4-0
2.2-5
2.2-4
2.2-3
2.2-2
2.2-1
2.2-0
2.1-0
2.0-2
2.0-1
2.0-0
1.6-5
1.6-4
1.5-12
1.4-0
1.3-1
1.2-10
1.2-8
1.2-7
1.2-6
1.2-5
1.2-4
1.2-3
1.2-1
1.2-0
1.1-4
1.1-2
1.1-1
1.1-0
1.0-1
1.0-0
0.3-2
0.3-1
0.2-2
0.2-1
0.1-2
0.1-1
Install
install.packages('plm')
Monthly Downloads
47,217
Version
1.5-12
License
GPL (>= 2)
Maintainer
Yves Croissant
Last Published
December 15th, 2015
Functions in plm (1.5-12)
Search all functions
index.plm
Extract the indexes of panel data
Grunfeld
Grunfeld's Investment Data
r.squared
R squared and adjusted R squared for panel models
pseries
panel series
purtest
Unit root tests for panel data
vcovDC
Double-Clustering Robust Covariance Matrix Estimator
cipstest
Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
sargan
Hansen--Sargan Test of Overidentifying Restrictions
Snmesp
Employment and Wages in Spain
Hedonic
Hedonic Prices of Census Tracts in the Boston Area
pdim
Check for the Dimensions of the Panel
Cigar
Cigarette Consumption
pmg
Mean Groups (MG), Demeaned MG and CCE MG estimators
pht
Hausman-Taylor Estimator for Panel Data
pcdtest
Tests of cross-section dependence for panel models
pwfdtest
Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
pwtest
Wooldridge's Test for Unobserved Effects in Panel Models
nobs
Extract Total Number of Observations Used in Estimated Panelmodel
RiceFarms
Production of Rice in India
pbgtest
Breusch--Godfrey Test for Panel Models
aneweytest
Chamberlain estimator and test for fixed effects
vcovSCC
Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
Crime
Crime in North Carolina
pwartest
Wooldridge Test for AR(1) Errors in FE Panel Models
pooltest
Test of Poolability
vcovNW
Newey and West(1987) Robust Covariance Matrix Estimator
LaborSupply
Wages and Hours Worked
vcovBK
Beck and Katz Robust Covariance Matrix Estimators
Produc
US States Production
pvcm
Variable Coefficients Models for Panel Data
Parity
Purchasing Power Parity and other parity relationships
vcovG
Generic Lego building block for Robust Covariance Matrix Estimators
pggls
General FGLS Estimators
pdwtest
Durbin--Watson Test for Panel Models
mtest
Arellano--Bond test of Serial Correlation
pFormula
pFormula: An extended Formula interface for panel data
fixef.plm
Extract the Fixed Effects
vcovHC
Robust Covariance Matrix Estimators
plm.data
Data Frame Special Format for Panel Data
piest
Chamberlain estimator and test for fixed effects
pmodel.response
A function to extract the model.response
phtest
Hausman Test for Panel Models
plmtest
Lagrange Multiplier Tests for Panel Models
ercomp
Estimation of the error components
dynformula
Dynamic Formula
pbltest
Baltagi and Li Serial Dependence Test For Random Effects Models
plm
Panel Data Estimators
pbsytest
Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models
pcce
Common Correlated Effects estimators
Males
Wages and Education of Young Males
Wages
Panel Data of Individual Wages
pdata.frame
data.frame for panel data
pgmm
Generalized Method of Moments (GMM) Estimation for Panel Data
pvar
Check for Cross-Sectional and Time Variation
EmplUK
Employment and Wages in the United Kingdom
Gasoline
Gasoline Consumption
pFtest
F Test for Individual and/or Time Effects
SumHes
The Penn World Table, v. 5