Wages and Education of Young Males
US States Production
Cross--sectional correlation matrix
Functions to detect linear dependence
Estimation of the error components
Wages and Hours Worked
Extract the Fixed Effects
Crime in North Carolina
Cigarette Consumption
The Penn World Table, v. 5
Hedonic Prices of Census Tracts in the Boston Area
Check for the presence of an intercept in a formula or in a fitted
model
Production of Rice in Indonesia
Employment and Wages in Spain
Panel Data of Individual Wages
Hausman--Taylor Estimator for Panel Data
Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier
Tests for Panel Models and Joint Test by Baltagi and Li
Breusch--Godfrey Test for Panel Models
Extract the indexes of panel data
Check if time periods are consecutive
Check if data are balanced
Hausman Test for Panel Models
Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel
Models
Panel Data Estimators
Employment and Wages in the United Kingdom
Measures for Unbalancedness of Panel Data
Option to Switch On/Off Fast Data Transformations
Durbin--Watson Test for Panel Models
panel series
Make data consecutive (and, optionally, also balanced)
Make data balanced
Common Correlated Effects estimators
Baltagi and Li Serial Dependence Test For Random Effects Models
Gasoline Consumption
General FGLS Estimators
Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
Angrist and Newey's version of Chamberlain test for fixed effects
Check if an object is a pseries
Wooldridge Test for AR(1) Errors in FE Panel Models
Wooldridge first--difference--based test for AR(1) errors in levels
or first--differenced panel models
Generic Lego building block for Robust Covariance Matrix Estimators
Arellano--Bond Test of Serial Correlation
Summary for plm objects
model.frame and model.matrix for panel data
Hansen--Sargan Test of Overidentifying Restrictions
Robust Covariance Matrix Estimators
Overall Intercept for Within Models Along its Standard Error
Deprecated functions of plm
Check for the Dimensions of the Panel
plm package: linear models for panel data
data.frame for panel data
Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
Tests of cross-section dependence for panel models
Generalized Method of Moments (GMM) Estimation for Panel Data
lag, lead, and diff for panel data
Unit root tests for panel data
A function to extract the model.response
Test of Poolability
Extract Total Number of Observations Used in Estimated Panelmodel
Check for Cross-Sectional and Time Variation
Newey and West (1987) Robust Covariance Matrix Estimator
Functions exported from other packages
Extract the Random Effects
F Test for Individual and/or Time Effects
Chamberlain estimator and test for fixed effects
Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
Wald-style Chi-square Test and F Test
Panel estimators for limited dependent variables
Lagrange FF Multiplier Tests for Panel Models
R squared and adjusted R squared for panel models
Mean Groups (MG), Demeaned MG and CCE MG estimators
Variable Coefficients Models for Panel Data
Wooldridge's Test for Unobserved Effects in Panel Models
Double-Clustering Robust Covariance Matrix Estimator
Beck and Katz Robust Covariance Matrix Estimators
Grunfeld's Investment Data
Purchasing Power Parity and other parity relationships