Linear Models for Panel Data
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Documentation for package ‘plm’ version 2.6-4
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A B C D E F G H I L M N P R S T U V W misc
| plm-package | plm package: linear models for panel data |
-- A --
| alias.pdata.frame | Functions to detect linear dependence |
| alias.plm | Functions to detect linear dependence |
| aneweytest | Angrist and Newey's version of Chamberlain test for fixed effects |
| as.data.frame.pdata.frame | pdata.frame: a data.frame for panel data |
| as.list.pdata.frame | pdata.frame: a data.frame for panel data |
| as.matrix.pseries | panel series |
-- B --
| Between | panel series |
| between | panel series |
| Between.default | panel series |
| between.default | panel series |
| Between.matrix | panel series |
| between.matrix | 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 |
| coef.panelmodel | Panel Data Estimators |
| coef.pgmm | Generalized Method of Moments (GMM) Estimation for Panel Data |
| coef.summary.plm.list | Summary for plm objects |
| cortab | Cross-sectional correlation matrix |
| Crime | Crime in North Carolina |
-- D --
| detect.lindep | Functions to detect linear dependence |
| detect.lindep.data.frame | Functions to detect linear dependence |
| detect.lindep.matrix | Functions to detect linear dependence |
| detect.lindep.plm | Functions to detect linear dependence |
| detect_lin_dep | Deprecated functions of plm |
| deviance.panelmodel | Panel Data Estimators |
| df.residual.panelmodel | Panel Data Estimators |
| diff | lag, lead, and diff for panel data |
| diff.pseries | lag, lead, and diff for panel data |
| dynformula | Deprecated functions of plm |
-- E --
| EmplUK | Employment and Wages in the United Kingdom |
| ercomp | Estimation of the error components |
| ercomp.formula | Estimation of the error components |
| ercomp.pdata.frame | Estimation of the error components |
| ercomp.plm | Estimation of the error components |
-- F --
| fitted.panelmodel | Panel Data Estimators |
| fitted.plm | Panel Data Estimators |
| fixef | Extract the Fixed Effects |
| fixef.pggls | Extract the Fixed Effects |
| fixef.plm | Extract the Fixed Effects |
| formula.dynformula | Deprecated functions of plm |
| formula.pdata.frame | model.frame and model.matrix for panel data |
| formula.plm | Panel Data Estimators |
-- G --
| Gasoline | Gasoline Consumption |
| Grunfeld | Grunfeld's Investment Data |
-- H --
| has.intercept | Check for the presence of an intercept in a formula or in a fitted model |
| has.intercept.default | Check for the presence of an intercept in a formula or in a fitted model |
| has.intercept.Formula | Check for the presence of an intercept in a formula or in a fitted model |
| has.intercept.formula | Check for the presence of an intercept in a formula or in a fitted model |
| has.intercept.panelmodel | Check for the presence of an intercept in a formula or in a fitted model |
| has.intercept.plm | Check for the presence of an intercept in a formula or in a fitted model |
| 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.plm | Extract the indexes of panel data |
| index.pseries | Extract the indexes of panel data |
| is.pbalanced | Check if data are balanced |
| is.pbalanced.data.frame | Check if data are balanced |
| is.pbalanced.default | Check if data are balanced |
| is.pbalanced.panelmodel | Check if data are balanced |
| is.pbalanced.pcce | Check if data are balanced |
| is.pbalanced.pdata.frame | Check if data are balanced |
| is.pbalanced.pggls | Check if data are balanced |
| is.pbalanced.pgmm | Check if data are balanced |
| is.pbalanced.pmg | Check if data are balanced |
| is.pbalanced.pseries | Check if data are balanced |
| is.pconsecutive | Check if time periods are consecutive |
| is.pconsecutive.data.frame | Check if time periods are consecutive |
| is.pconsecutive.default | Check if time periods are consecutive |
| is.pconsecutive.panelmodel | Check if time periods are consecutive |
| is.pconsecutive.pdata.frame | Check if time periods are consecutive |
| is.pconsecutive.pseries | Check if time periods are consecutive |
| is.pseries | Check if an object is a pseries |
-- L --
| LaborSupply | Wages and Hours Worked |
| lag | lag, lead, and diff for panel data |
| lag.plm | lag, lead, and diff for panel data |
| lag.pseries | lag, lead, and diff for panel data |
| lead | lag, lead, and diff for panel data |
| lead.pseries | lag, lead, and diff for panel data |
-- M --
| make.dummies | Create a Dummy Matrix |
| make.dummies.data.frame | Create a Dummy Matrix |
| make.dummies.default | Create a Dummy Matrix |
| make.dummies.pdata.frame | Create a Dummy Matrix |
| make.pbalanced | Make data balanced |
| make.pbalanced.data.frame | Make data balanced |
| make.pbalanced.pdata.frame | Make data balanced |
| make.pbalanced.pseries | Make data balanced |
| make.pconsecutive | Make data consecutive (and, optionally, also balanced) |
| make.pconsecutive.data.frame | Make data consecutive (and, optionally, also balanced) |
| make.pconsecutive.pdata.frame | Make data consecutive (and, optionally, also balanced) |
| make.pconsecutive.pseries | Make data consecutive (and, optionally, also balanced) |
| Males | Wages and Education of Young Males |
| model.frame.pdata.frame | model.frame and model.matrix for panel data |
| model.matrix.pcce | Common Correlated Effects estimators |
| model.matrix.pdata.frame | model.frame and model.matrix for panel data |
| model.matrix.plm | model.frame and model.matrix for panel data |
| mtest | Arellano-Bond Test of Serial Correlation |
| mtest.pgmm | Arellano-Bond Test of Serial Correlation |
-- N --
| nobs | Extract Total Number of Observations Used in Estimated Panelmodel |
| nobs.panelmodel | Extract Total Number of Observations Used in Estimated Panelmodel |
| nobs.pgmm | Extract Total Number of Observations Used in Estimated Panelmodel |
| nobs.plm | 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 |
| pbltest.formula | Baltagi and Li Serial Dependence Test For Random Effects Models |
| pbltest.plm | Baltagi and Li Serial Dependence Test For Random Effects Models |
| pbnftest | Modified BNF-Durbin-Watson Test and Baltagi-Wu's LBI Test for Panel Models |
| pbnftest.formula | Modified BNF-Durbin-Watson Test and Baltagi-Wu's LBI Test for Panel Models |
| pbnftest.panelmodel | 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 |
| pbsytest.formula | Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li |
| pbsytest.panelmodel | Bera, Sosa-Escudero and Yoon Locally-Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li |
| 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 |
| pcdtest.pseries | Tests of cross-section dependence for panel models |
| pdata.frame | pdata.frame: a 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.pcce | Check for the Dimensions of the Panel |
| pdim.pdata.frame | Check for the Dimensions of the Panel |
| pdim.pggls | Check for the Dimensions of the Panel |
| pdim.pgmm | Check for the Dimensions of the Panel |
| pdim.pmg | Check for the Dimensions of the Panel |
| pdim.pseries | 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 |
| 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 |
| pgrangertest | Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012)) |
| phansitest | Simes Test for unit roots in 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 |
| pldv | Panel estimators for limited dependent variables |
| plm | Panel Data Estimators |
| plm-deprecated | Deprecated functions of plm |
| plm.data | Deprecated functions of plm |
| plm.fast | Option to Switch On/Off Fast Data Transformations |
| plmtest | Lagrange FF Multiplier Tests for Panel Models |
| plmtest.formula | Lagrange FF Multiplier Tests for Panel Models |
| plmtest.plm | Lagrange FF Multiplier Tests for Panel Models |
| plot.plm | Panel Data Estimators |
| plot.pseries | panel series |
| plot.summary.pseries | panel series |
| 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.formula | A function to extract the model.response |
| pmodel.response.pcce | Common Correlated Effects estimators |
| pmodel.response.plm | A function to extract the model.response |
| pooltest | Test of Poolability |
| pooltest.formula | Test of Poolability |
| pooltest.plm | Test of Poolability |
| predict.plm | Model Prediction for plm Objects |
| print.dynformula | Deprecated functions of plm |
| print.ercomp | Estimation of the error components |
| print.fixef | Extract the Fixed Effects |
| print.panelmodel | Panel Data Estimators |
| print.pdata.frame | pdata.frame: a data.frame for panel data |
| print.pdim | Check for the Dimensions of the Panel |
| print.phansitest | Simes Test for unit roots in panel data |
| print.piest | Chamberlain estimator and test for fixed effects |
| print.plm.list | Panel Data Estimators |
| print.pseries | panel series |
| print.purtest | Unit root tests for panel data |
| print.pvar | Check for Cross-Sectional and Time Variation |
| 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 | Summary for plm objects |
| print.summary.plm.list | Summary for plm objects |
| 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 |
| pseriesfy | Turn all columns of a pdata.frame into class pseries. |
| punbalancedness | Measures for Unbalancedness of Panel Data |
| punbalancedness.data.frame | Measures for Unbalancedness of Panel Data |
| punbalancedness.panelmodel | Measures for Unbalancedness of Panel Data |
| punbalancedness.pdata.frame | Measures for Unbalancedness of Panel Data |
| 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.matrix | Check for Cross-Sectional and Time Variation |
| pvar.pdata.frame | Check for Cross-Sectional and Time Variation |
| pvar.pseries | Check for Cross-Sectional and Time Variation |
| pvcm | Variable Coefficients Models for Panel Data |
| pvcovHC | Deprecated functions of plm |
| pwaldtest | Wald-style Chi-square Test and F Test |
| pwaldtest.pgmm | Wald-style Chi-square Test and F Test |
| pwaldtest.plm | Wald-style Chi-square Test and F Test |
| pwaldtest.pvcm | Wald-style Chi-square Test and F Test |
| 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 |
| ranef | Extract the Random Effects |
| ranef.plm | Extract the Random Effects |
| residuals.panelmodel | Panel Data Estimators |
| residuals.pcce | Common Correlated Effects estimators |
| residuals.pggls | General FGLS Estimators |
| residuals.plm | Panel Data Estimators |
| residuals.pmg | Mean Groups (MG), Demeaned MG and CCE MG estimators |
| RiceFarms | Production of Rice in Indonesia |
-- S --
| sargan | Hansen-Sargan Test of Overidentifying Restrictions |
| Snmesp | Employment and Wages in Spain |
| Sum | panel series |
| Sum.default | panel series |
| Sum.matrix | panel series |
| Sum.pseries | panel series |
| SumHes | The Penn World Table, v. 5 |
| 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 | Summary for plm objects |
| summary.plm.list | Summary for plm objects |
| 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 |
-- T --
| terms.panelmodel | Panel Data Estimators |
-- U --
| update.panelmodel | Panel Data Estimators |
-- V --
| vcov.panelmodel | Panel Data Estimators |
| 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.pcce | 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.pcce | 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.pcce | 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.pcce | 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.default | panel series |
| Within.matrix | panel series |
| Within.pseries | panel series |
| within_intercept | Overall Intercept for Within Models Along its Standard Error |
| within_intercept.plm | Overall Intercept for Within Models Along its Standard Error |
-- misc --
| $.pdata.frame | pdata.frame: a data.frame for panel data |
| $<-.pdata.frame | pdata.frame: a data.frame for panel data |
| [.pdata.frame | pdata.frame: a data.frame for panel data |
| [[.pdata.frame | pdata.frame: a data.frame for panel data |