Linear models for panel data


[Package List] [Top]

Documentation for package ‘plm’ version 1.1-1

User Guides and Package Vignettes

Read overview or browse directory.

Help Pages

Cigar Cigarette Consumption
Crime Crime in North Carolina
dynformula Dynamic Formula
EmplUK Employment and Wage in England
ercomp Estimation of the error components
fixef Extract the Fixed Effects
Gasoline Gasoline Consumption
Grunfeld Grunfeld Investment Data
Hedonic Hedonic Prices of Cencus Tracts in Boston
LaborSupply Wages and Hours Worked
Males Wages and Education of Young Males
mtest Arellano-Bond test of Serial Correlation
pbgtest Breusch-Godfrey Test for Panel Models
pbltest Baltagi and Li Serial Dependence Test For Random Effects Models
pbsytest Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Mulitiplier Tests for Panel Models
pcdtest Tests of cross-section dependence for panel models
pdim Check for the Dimensions of the Panel
pdwtest Durbin-Watson Test for Panel Models
pFtest F Test for Effects
pggls General FGLS Estimators
pgmm General Method of Moments Estimator for Panel Data
phtest Hausman Test for Panel Models
plm Panel Data Estimators
plm.data Data Frame Special Format for Panel Data
plmtest Lagrange Multiplier Tests for Panel Models
pooltest Test of Poolability
print.fixef Extract the Fixed Effects
print.panelmodel Panel Data Estimators
print.pdim Check for the Dimensions of the Panel
print.pvar Check Whether Variables of a Panel Have Individual and Time Variations
print.summary.fixef Extract the Fixed Effects
print.summary.pggls General FGLS Estimators
print.summary.pgmm General Method of Moments Estimator for Panel Data
print.summary.plm Panel Data Estimators
print.summary.pvcm Variable Coefficients Models for Panel Data
Produc Us States Production
pvar Check Whether Variables of a Panel Have Individual and Time Variations
pvcm Variable Coefficients Models for Panel Data
pvcovHC Robust Covariance Matrix Estimators
pwartest Wooldridge Test for AR(1) Errors in FE 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
sargan Hansen-Sargan Test of Overidentifying Restrictions
Snmesp Employment and Wage in Spain
SumHes The Penn Table
summary.fixef Extract the Fixed Effects
summary.pggls General FGLS Estimators
summary.pgmm General Method of Moments Estimator for Panel Data
summary.plm Panel Data Estimators
summary.pvcm Variable Coefficients Models for Panel Data
vcovHC.panelmodel Robust Covariance Matrix Estimators
vcovHC.pgmm Robust Covariance Matrix Estimators
Wages Panel Datas of Individual Wages