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Install
install.packages('plm')
Monthly Downloads
72,104
Version
2.4-1
License
GPL (>= 2)
Homepage
https://cran.r-project.org/package=plm
Maintainer
Yves Croissant
Last Published
March 2nd, 2021
Functions in plm (2.4-1)
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Crime
Crime in North Carolina
Grunfeld
Grunfeld's Investment Data
LaborSupply
Wages and Hours Worked
Parity
Purchasing Power Parity and other parity relationships
Hedonic
Hedonic Prices of Census Tracts in the Boston Area
EmplUK
Employment and Wages in the United Kingdom
RiceFarms
Production of Rice in Indonesia
Males
Wages and Education of Young Males
Produc
US States Production
SumHes
The Penn World Table, v. 5
Cigar
Cigarette Consumption
Snmesp
Employment and Wages in Spain
lag.plm
lag, lead, and diff for panel data
is.pseries
Check if an object is a pseries
Wages
Panel Data of Individual Wages
cortab
Cross--sectional correlation matrix
ercomp
Estimation of the error components
pcce
Common Correlated Effects estimators
model.frame.pdata.frame
model.frame and model.matrix for panel data
mtest
Arellano--Bond Test of Serial Correlation
fixef.plm
Extract the Fixed Effects
piest
Chamberlain estimator and test for fixed effects
pcdtest
Tests of cross-section dependence for panel models
aneweytest
Angrist and Newey's version of Chamberlain test for fixed effects
Gasoline
Gasoline Consumption
nobs.plm
Extract Total Number of Observations Used in Estimated Panelmodel
has.intercept
Check for the presence of an intercept in a formula or in a fitted model
pdim
Check for the Dimensions of the Panel
pht
Hausman--Taylor Estimator for Panel Data
index.plm
Extract the indexes of panel data
pdata.frame
data.frame for panel data
plm-deprecated
Deprecated functions of plm
pldv
Panel estimators for limited dependent variables
detect.lindep
Functions to detect linear dependence
pwaldtest
Wald-style Chi-square Test and F Test
phtest
Hausman Test for Panel Models
pvcm
Variable Coefficients Models for Panel Data
pbgtest
Breusch--Godfrey Test for Panel Models
make.pconsecutive
Make data consecutive (and, optionally, also balanced)
is.pconsecutive
Check if time periods are consecutive
is.pbalanced
Check if data are balanced
make.pbalanced
Make data balanced
cipstest
Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
pwartest
Wooldridge Test for AR(1) Errors in FE Panel Models
punbalancedness
Measures for Unbalancedness of Panel Data
pbltest
Baltagi and Li Serial Dependence Test For Random Effects Models
pseries
panel series
within_intercept
Overall Intercept for Within Models Along its Standard Error
pwfdtest
Wooldridge first--difference--based test for AR(1) errors in levels or first--differenced panel models
pdwtest
Durbin--Watson Test for Panel Models
plm-package
plm package: linear models for panel data
pFtest
F Test for Individual and/or Time Effects
pggls
General FGLS Estimators
pgmm
Generalized Method of Moments (GMM) Estimation for Panel Data
pbnftest
Modified BNF--Durbin--Watson Test and Baltagi--Wu's LBI Test for Panel Models
pbsytest
Bera, Sosa-Escudero and Yoon Locally--Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li
plm
Panel Data Estimators
pmg
Mean Groups (MG), Demeaned MG and CCE MG estimators
pooltest
Test of Poolability
plmtest
Lagrange FF Multiplier Tests for Panel Models
pmodel.response
A function to extract the model.response
vcovNW
Newey and West (1987) Robust Covariance Matrix Estimator
ranef.plm
Extract the Random Effects
pgrangertest
Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))
plm.fast
Option to Switch On/Off Fast Data Transformations
summary.plm.list
Summary for plm objects
vcovG
Generic Lego building block for Robust Covariance Matrix Estimators
sargan
Hansen--Sargan Test of Overidentifying Restrictions
vcovHC.plm
Robust Covariance Matrix Estimators
vcovSCC
Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
vcovDC
Double-Clustering Robust Covariance Matrix Estimator
vcovBK
Beck and Katz Robust Covariance Matrix Estimators
re-export_functions
Functions exported from other packages
r.squared
R squared and adjusted R squared for panel models
pvar
Check for Cross-Sectional and Time Variation
purtest
Unit root tests for panel data
pwtest
Wooldridge's Test for Unobserved Effects in Panel Models