Package: plm 2.6-9999
Kevin Tappe
plm: Linear Models for Panel Data
A set of estimators for models and (robust) covariance matrices, and tests for panel data econometrics, including within/fixed effects, random effects, between, first-difference, nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models, panel generalized method of moments (GMM) and general FGLS models, mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators with common factors, variable coefficients and limited dependent variables models. Test functions include model specification, serial correlation, cross-sectional dependence, panel unit root and panel Granger (non-)causality. Typical references are general econometrics text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>), Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018), Panel Data Econometrics with R (<doi:10.1002/9781119504641>).
Authors:
plm_2.6-9999.tar.gz
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plm_2.6-9999.tgz(r-4.4-any)plm_2.6-9999.tgz(r-4.3-any)
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plm.pdf |plm.html✨
plm/json (API)
NEWS
| # Install 'plm' in R: |
| install.packages('plm', repos = c('https://ycroissant.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ycroissant/plm/issues
- Cigar - Cigarette Consumption
- Crime - Crime in North Carolina
- EmplUK - Employment and Wages in the United Kingdom
- Gasoline - Gasoline Consumption
- Grunfeld - Grunfeld's Investment Data
- Hedonic - Hedonic Prices of Census Tracts in the Boston Area
- LaborSupply - Wages and Hours Worked
- Males - Wages and Education of Young Males
- Parity - Purchasing Power Parity and other parity relationships
- Produc - US States Production
- RiceFarms - Production of Rice in Indonesia
- Snmesp - Employment and Wages in Spain
- SumHes - The Penn World Table, v. 5
- Wages - Panel Data of Individual Wages
Last updated 4 months agofrom:7736eea876. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 03 2024 |
| R-4.5-win | OK | Nov 03 2024 |
| R-4.5-linux | OK | Nov 03 2024 |
| R-4.4-win | OK | Nov 03 2024 |
| R-4.4-mac | OK | Nov 03 2024 |
| R-4.3-win | OK | Nov 03 2024 |
| R-4.3-mac | OK | Nov 03 2024 |
Exports:aneweytestbetweenBetweencipstestcortabdetect.lindepdynformulaercompfixefhas.interceptindexis.pbalancedis.pconsecutiveis.pserieslagleadmake.dummiesmake.pbalancedmake.pconsecutivemaxLikmtestnobspbgtestpbltestpbnftestpbsytestpccepcdtestpdata.framepdimpdwtestpFtestpgglspgmmpgrangertestphansitestphtphtestpiestpldvplmplm.dataplmtestpmgpmodel.responsepooltestpseriesfypunbalancednesspurtestpvarpvcmpvcovHCpwaldtestpwartestpwfdtestpwtestr.squaredranefsarganSumvcovBKvcovDCvcovGvcovHCvcovNWvcovSCCWithinwithin_intercept
Dependencies:bdsmatrixcollapsedigestFormulagenericslatticelmtestMASSmaxLikmiscToolsnlmerbibutilsRcppRdpacksandwichzoo
Estimation of error components models with the plm function
Rendered fromB_plmFunction.Rmdusingknitr::rmarkdownon Nov 03 2024.Last update: 2022-09-13
Started: 2021-02-15
Model components for fitted models with plm
Rendered fromC_plmModelComponents.Rmdusingknitr::rmarkdownon Nov 03 2024.Last update: 2021-12-10
Started: 2021-02-15
Panel data econometrics in R:
Rendered fromA_plmPackage.Rmdusingknitr::rmarkdownon Nov 03 2024.Last update: 2023-07-16
Started: 2021-02-15
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| plm package: linear models for panel data | plm-package |
| Angrist and Newey's version of Chamberlain test for fixed effects | aneweytest |
| Cigarette Consumption | Cigar |
| Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models | cipstest |
| Cross-sectional correlation matrix | cortab |
| Crime in North Carolina | Crime |
| Functions to detect linear dependence | alias.pdata.frame alias.plm detect.lindep detect.lindep.data.frame detect.lindep.matrix detect.lindep.plm |
| Employment and Wages in the United Kingdom | EmplUK |
| Estimation of the error components | ercomp ercomp.formula ercomp.pdata.frame ercomp.plm print.ercomp |
| Extract the Fixed Effects | fixef fixef.pggls fixef.plm print.fixef print.summary.fixef summary.fixef |
| Gasoline Consumption | Gasoline |
| Grunfeld's Investment Data | Grunfeld |
| Check for the presence of an intercept in a formula or in a fitted model | has.intercept has.intercept.default has.intercept.Formula has.intercept.formula has.intercept.panelmodel has.intercept.plm |
| Hedonic Prices of Census Tracts in the Boston Area | Hedonic |
| Extract the indexes of panel data | index index.panelmodel index.pdata.frame index.pindex index.plm index.pseries |
| Check if data are balanced | is.pbalanced is.pbalanced.data.frame is.pbalanced.default is.pbalanced.panelmodel is.pbalanced.pcce is.pbalanced.pdata.frame is.pbalanced.pggls is.pbalanced.pgmm is.pbalanced.pmg is.pbalanced.pseries |
| Check if time periods are consecutive | is.pconsecutive is.pconsecutive.data.frame is.pconsecutive.default is.pconsecutive.panelmodel is.pconsecutive.pdata.frame is.pconsecutive.pseries |
| Check if an object is a pseries | is.pseries |
| Wages and Hours Worked | LaborSupply |
| lag, lead, and diff for panel data | diff diff.pseries lag lag.plm lag.pseries lead lead.pseries |
| Create a Dummy Matrix | make.dummies make.dummies.data.frame make.dummies.default make.dummies.pdata.frame |
| Make data balanced | make.pbalanced make.pbalanced.data.frame make.pbalanced.pdata.frame make.pbalanced.pseries |
| Make data consecutive (and, optionally, also balanced) | make.pconsecutive make.pconsecutive.data.frame make.pconsecutive.pdata.frame make.pconsecutive.pseries |
| Wages and Education of Young Males | Males |
| model.frame and model.matrix for panel data | formula.pdata.frame model.frame.pdata.frame model.matrix.pdata.frame model.matrix.plm |
| Arellano-Bond Test of Serial Correlation | mtest mtest.pgmm |
| Extract Total Number of Observations Used in Estimated Panelmodel | nobs nobs.panelmodel nobs.pgmm nobs.plm |
| Purchasing Power Parity and other parity relationships | Parity |
| Breusch-Godfrey Test for Panel Models | pbgtest pbgtest.formula pbgtest.panelmodel |
| Baltagi and Li Serial Dependence Test For Random Effects Models | pbltest pbltest.formula pbltest.plm |
| Modified BNF-Durbin-Watson Test and Baltagi-Wu's LBI Test for Panel Models | pbnftest pbnftest.formula pbnftest.panelmodel |
| Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li | pbsytest pbsytest.formula pbsytest.panelmodel |
| Common Correlated Effects estimators | model.matrix.pcce pcce pmodel.response.pcce print.summary.pcce residuals.pcce summary.pcce |
| Tests of cross-section dependence for panel models | pcdtest pcdtest.formula pcdtest.panelmodel pcdtest.pseries |
| pdata.frame: a data.frame for panel data | $.pdata.frame $<-.pdata.frame as.data.frame.pdata.frame as.list.pdata.frame pdata.frame print.pdata.frame [.pdata.frame [[.pdata.frame |
| Check for the Dimensions of the Panel | pdim pdim.data.frame pdim.default pdim.panelmodel pdim.pcce pdim.pdata.frame pdim.pggls pdim.pgmm pdim.pmg pdim.pseries print.pdim |
| Durbin-Watson Test for Panel Models | pdwtest pdwtest.formula pdwtest.panelmodel |
| F Test for Individual and/or Time Effects | pFtest pFtest.formula pFtest.plm |
| General FGLS Estimators | pggls print.summary.pggls residuals.pggls summary.pggls |
| Generalized Method of Moments (GMM) Estimation for Panel Data | coef.pgmm pgmm print.summary.pgmm summary.pgmm |
| Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012)) | pgrangertest |
| Simes Test for unit roots in panel data | phansitest print.phansitest |
| Hausman-Taylor Estimator for Panel Data | pht print.summary.pht summary.pht |
| Hausman Test for Panel Models | phtest phtest.formula phtest.panelmodel |
| Chamberlain estimator and test for fixed effects | piest print.piest print.summary.piest summary.piest |
| Panel estimators for limited dependent variables | pldv |
| Panel Data Estimators | coef.panelmodel deviance.panelmodel df.residual.panelmodel fitted.panelmodel fitted.plm formula.plm plm plot.plm print.panelmodel print.plm.list residuals.panelmodel residuals.plm terms.panelmodel update.panelmodel vcov.panelmodel |
| Deprecated functions of plm | detect_lin_dep dynformula formula.dynformula plm-deprecated plm.data print.dynformula pvcovHC |
| Option to Switch On/Off Fast Data Transformations | plm.fast |
| Lagrange FF Multiplier Tests for Panel Models | plmtest plmtest.formula plmtest.plm |
| Mean Groups (MG), Demeaned MG and CCE MG estimators | pmg print.summary.pmg residuals.pmg summary.pmg |
| A function to extract the model.response | pmodel.response pmodel.response.data.frame pmodel.response.formula pmodel.response.plm |
| Test of Poolability | pooltest pooltest.formula pooltest.plm |
| Model Prediction for plm Objects | predict.plm |
| US States Production | Produc |
| panel series | as.matrix.pseries Between between Between.default between.default Between.matrix between.matrix Between.pseries between.pseries plot.pseries plot.summary.pseries print.pseries print.summary.pseries pseries Sum Sum.default Sum.matrix Sum.pseries summary.pseries Within Within.default Within.matrix Within.pseries |
| Turn all columns of a pdata.frame into class pseries. | pseriesfy |
| Measures for Unbalancedness of Panel Data | punbalancedness punbalancedness.data.frame punbalancedness.panelmodel punbalancedness.pdata.frame |
| Unit root tests for panel data | print.purtest print.summary.purtest purtest summary.purtest |
| Check for Cross-Sectional and Time Variation | print.pvar pvar pvar.data.frame pvar.matrix pvar.pdata.frame pvar.pseries |
| Variable Coefficients Models for Panel Data | print.summary.pvcm pvcm summary.pvcm |
| Wald-style Chi-square Test and F Test | pwaldtest pwaldtest.pgmm pwaldtest.plm pwaldtest.pvcm |
| Wooldridge Test for AR(1) Errors in FE Panel Models | pwartest pwartest.formula pwartest.panelmodel |
| Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models | pwfdtest pwfdtest.formula pwfdtest.panelmodel |
| Wooldridge's Test for Unobserved Effects in Panel Models | pwtest pwtest.formula pwtest.panelmodel |
| R squared and adjusted R squared for panel models | r.squared |
| Extract the Random Effects | ranef ranef.plm |
| Production of Rice in Indonesia | RiceFarms |
| Hansen-Sargan Test of Overidentifying Restrictions | sargan |
| Employment and Wages in Spain | Snmesp |
| The Penn World Table, v. 5 | SumHes |
| Summary for plm objects | coef.summary.plm.list print.summary.plm print.summary.plm.list summary.plm summary.plm.list |
| Beck and Katz Robust Covariance Matrix Estimators | vcovBK vcovBK.plm |
| Double-Clustering Robust Covariance Matrix Estimator | vcovDC vcovDC.plm |
| Generic Lego building block for Robust Covariance Matrix Estimators | vcovG vcovG.pcce vcovG.plm |
| Robust Covariance Matrix Estimators | vcovHC vcovHC.pcce vcovHC.pgmm vcovHC.plm |
| Newey and West (1987) Robust Covariance Matrix Estimator | vcovNW vcovNW.pcce vcovNW.plm |
| Driscoll and Kraay (1998) Robust Covariance Matrix Estimator | vcovSCC vcovSCC.pcce vcovSCC.plm |
| Panel Data of Individual Wages | Wages |
| Overall Intercept for Within Models Along its Standard Error | within_intercept within_intercept.plm |
