# Linear Models for Panel Data

## Documentation for package ‘plm’ version 1.6-6

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

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

plm-package | plm package: linear models for panel data

## -- A --

alias | Functions to detect linear dependence
alias.pFormula | Functions to detect linear dependence
alias.plm | Functions to detect linear dependence
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.list.pdata.frame | data.frame 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
cortab | Cross-sectional correlation matrix
Crime | Crime in North Carolina

## -- D --

detect_lin_dep | Functions to detect linear dependence
detect_lin_dep.data.frame | Functions to detect linear dependence
detect_lin_dep.matrix | Functions to detect linear dependence
detect_lin_dep.plm | Functions to detect linear dependence
diff | lag, lead, and diff for panel data
diff.pseries | lag, lead, and diff for panel data
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
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.pdata.frame | Check if data are balanced
is.pbalanced.pgmm | 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

## -- L --

LaborSupply | Wages and Hours Worked
lag | 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.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 | model.frame and model.matrix for panel data
model.frame.pFormula | model.frame and model.matrix for panel data
model.matrix | model.frame and model.matrix for panel data
model.matrix.pFormula | 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

## -- N --

nobs | Extract Total Number of Observations Used in Estimated Panelmodel
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
pbltest.formula | Baltagi and Li Serial Dependence Test For Random Effects Models
pbltest.plm | Baltagi and Li Serial Dependence Test For Random Effects 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 | 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
pdim.pgmm | 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
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
pgrangertest | Panel Granger Causality Test (Dumitrescu/Hurlin (2012))
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.data | Data Frame Special Format for Panel Data (Deprecated)
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.formula | 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 | 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
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
pvcm | Variable Coefficients Models for Panel Data
pvcovHC | Robust Covariance Matrix Estimators
pwaldtest | Wald-style Chi-square Test and F Test
pwaldtest.plm | 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
RiceFarms | Production of Rice in Indonesia

## -- 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 | 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

## -- 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.pcce | 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.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 | data.frame for panel data
[.pdata.frame | data.frame for panel data
[[.pdata.frame | data.frame for panel data