Linear Models for Panel Data


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Documentation for package ‘plm’ version 1.5-12

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A B C D E F G H I L M N P R S V W misc

-- A --

aneweytest Chamberlain estimator and test for fixed effects
as.data.frame.pdata.frame data.frame for panel data
as.Formula.pFormula pFormula: An extended Formula interface for panel data
as.matrix.pseries panel series

-- B --

Between panel series
between panel series
Between.pseries panel series
between.pseries panel series

-- C --

Cigar Cigarette Consumption
cipstest Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
cipstest.formula Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
cipstest.panelmodel Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models
Crime Crime in North Carolina

-- D --

diff.pseries panel series
dynformula Dynamic Formula

-- E --

EmplUK Employment and Wages in the United Kingdom
ercomp Estimation of the error components
ercomp.formula Estimation of the error components
ercomp.plm Estimation of the error components

-- F --

fixef Extract the Fixed Effects
fixef.plm Extract the Fixed Effects
formula.dynformula Dynamic Formula

-- G --

Gasoline Gasoline Consumption
Grunfeld Grunfeld's Investment Data

-- H --

has.intercept Panel Data Estimators
Hedonic Hedonic Prices of Census Tracts in the Boston Area

-- I --

index Extract the indexes of panel data
index.panelmodel Extract the indexes of panel data
index.pdata.frame Extract the indexes of panel data
index.pindex Extract the indexes of panel data
index.pseries Extract the indexes of panel data

-- L --

LaborSupply Wages and Hours Worked
lag.pseries panel series

-- M --

Males Wages and Education of Young Males
model.frame.pFormula pFormula: An extended Formula interface for panel data
model.matrix.pFormula pFormula: An extended Formula interface for panel data
mtest Arellano-Bond test of Serial Correlation

-- N --

nobs.panelmodel Extract Total Number of Observations Used in Estimated Panelmodel

-- P --

Parity Purchasing Power Parity and other parity relationships
pbgtest Breusch-Godfrey Test for Panel Models
pbgtest.formula Breusch-Godfrey Test for Panel Models
pbgtest.panelmodel 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 Multiplier Tests for Panel Models
pbsytest.formula Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models
pbsytest.panelmodel Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models
pcce Common Correlated Effects estimators
pcdtest Tests of cross-section dependence for panel models
pcdtest.formula Tests of cross-section dependence for panel models
pcdtest.panelmodel Tests of cross-section dependence for panel models
pdata.frame data.frame for panel data
pdim Check for the Dimensions of the Panel
pdim.data.frame Check for the Dimensions of the Panel
pdim.default Check for the Dimensions of the Panel
pdim.panelmodel Check for the Dimensions of the Panel
pdim.pdata.frame Check for the Dimensions of the Panel
pdwtest Durbin-Watson Test for Panel Models
pdwtest.formula Durbin-Watson Test for Panel Models
pdwtest.panelmodel Durbin-Watson Test for Panel Models
pFormula pFormula: An extended Formula interface for panel data
pFtest F Test for Individual and/or Time Effects
pFtest.formula F Test for Individual and/or Time Effects
pFtest.plm F Test for Individual and/or Time Effects
pggls General FGLS Estimators
pgmm Generalized Method of Moments (GMM) Estimation for Panel Data
pht Hausman-Taylor Estimator for Panel Data
phtest Hausman Test for Panel Models
phtest.formula Hausman Test for Panel Models
phtest.panelmodel Hausman Test for Panel Models
piest Chamberlain estimator and test for fixed effects
plm Panel Data Estimators
plm.data Data Frame Special Format for Panel Data
plmtest Lagrange Multiplier Tests for Panel Models
plmtest.formula Lagrange Multiplier Tests for Panel Models
plmtest.plm Lagrange Multiplier Tests for Panel Models
plot.plm Panel Data Estimators
pmg Mean Groups (MG), Demeaned MG and CCE MG estimators
pmodel.response A function to extract the model.response
pmodel.response.data.frame A function to extract the model.response
pmodel.response.pFormula A function to extract the model.response
pmodel.response.plm A function to extract the model.response
pooltest Test of Poolability
pooltest.formula Test of Poolability
pooltest.plm Test of Poolability
print.dynformula Dynamic Formula
print.ercomp Estimation of the error components
print.fixef Extract the Fixed Effects
print.panelmodel Panel Data Estimators
print.pdata.frame data.frame for panel data
print.pdim Check for the Dimensions of the Panel
print.purtest Unit root tests for panel data
print.pvar Check for Cross-Sectional and Time Variation
print.summary.aneweytest Chamberlain estimator and test for fixed effects
print.summary.fixef Extract the Fixed Effects
print.summary.pcce Common Correlated Effects estimators
print.summary.pggls General FGLS Estimators
print.summary.pgmm Generalized Method of Moments (GMM) Estimation for Panel Data
print.summary.pht Hausman-Taylor Estimator for Panel Data
print.summary.piest Chamberlain estimator and test for fixed effects
print.summary.plm Panel Data Estimators
print.summary.pmg Mean Groups (MG), Demeaned MG and CCE MG estimators
print.summary.pseries panel series
print.summary.purtest Unit root tests for panel data
print.summary.pvcm Variable Coefficients Models for Panel Data
Produc US States Production
pseries panel series
purtest Unit root tests for panel data
pvar Check for Cross-Sectional and Time Variation
pvar.data.frame Check for Cross-Sectional and Time Variation
pvar.pdata.frame Check for Cross-Sectional and Time Variation
pvcm Variable Coefficients Models for Panel Data
pvcovHC Robust Covariance Matrix Estimators
pwartest Wooldridge Test for AR(1) Errors in FE Panel Models
pwartest.formula Wooldridge Test for AR(1) Errors in FE Panel Models
pwartest.panelmodel 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
pwfdtest.formula Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
pwfdtest.panelmodel 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
pwtest.formula Wooldridge's Test for Unobserved Effects in Panel Models
pwtest.panelmodel Wooldridge's Test for Unobserved Effects in Panel Models

-- R --

r.squared R squared and adjusted R squared for panel models
RiceFarms Production of Rice in India

-- S --

sargan Hansen-Sargan Test of Overidentifying Restrictions
Snmesp Employment and Wages in Spain
SumHes The Penn World Table, v. 5
summary.aneweytest Chamberlain estimator and test for fixed effects
summary.fixef Extract the Fixed Effects
summary.pcce Common Correlated Effects estimators
summary.pggls General FGLS Estimators
summary.pgmm Generalized Method of Moments (GMM) Estimation for Panel Data
summary.pht Hausman-Taylor Estimator for Panel Data
summary.piest Chamberlain estimator and test for fixed effects
summary.plm Panel Data Estimators
summary.pmg Mean Groups (MG), Demeaned MG and CCE MG estimators
summary.pseries panel series
summary.purtest Unit root tests for panel data
summary.pvcm Variable Coefficients Models for Panel Data

-- V --

vcovBK Beck and Katz Robust Covariance Matrix Estimators
vcovBK.plm Beck and Katz Robust Covariance Matrix Estimators
vcovDC Double-Clustering Robust Covariance Matrix Estimator
vcovDC.plm Double-Clustering Robust Covariance Matrix Estimator
vcovG Generic Lego building block for Robust Covariance Matrix Estimators
vcovG.plm Generic Lego building block for Robust Covariance Matrix Estimators
vcovHC Robust Covariance Matrix Estimators
vcovHC.pgmm Robust Covariance Matrix Estimators
vcovHC.plm Robust Covariance Matrix Estimators
vcovNW Newey and West(1987) Robust Covariance Matrix Estimator
vcovNW.plm Newey and West(1987) Robust Covariance Matrix Estimator
vcovSCC Driscoll and Kraay (1998) Robust Covariance Matrix Estimator
vcovSCC.plm Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

-- W --

Wages Panel Data of Individual Wages
Within panel series
Within.pseries panel series

-- misc --

$.pdata.frame data.frame for panel data
[.pdata.frame data.frame for panel data
[[.pdata.frame data.frame for panel data