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, ISBN-13:978-3-030-53952-8, Hsiao (2014), Analysis of Panel Data <doi:10.1017/CBO9781139839327>, and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN-13:978-1-118-94918-4.

Version: 2.6-1
Depends: R (≥ 3.2.0)
Imports: MASS, bdsmatrix, collapse (≥ 1.6.0), zoo, nlme, sandwich, lattice, lmtest, maxLik, Rdpack, Formula, stats
Suggests: AER, car, statmod, urca, pder, texreg, knitr, rmarkdown, fixest, lfe
Published: 2022-03-05
Author: Yves Croissant [aut, cre], Giovanni Millo [aut], Kevin Tappe [aut], Ott Toomet [ctb], Christian Kleiber [ctb], Achim Zeileis [ctb], Arne Henningsen [ctb], Liviu Andronic [ctb], Nina Schoenfelder [ctb]
Maintainer: Yves Croissant <yves.croissant at univ-reunion.fr>
BugReports: https://github.com/ycroissant/plm/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://cran.r-project.org/package=plm (CRAN releases), https://github.com/ycroissant/plm (development repository)
NeedsCompilation: no
Citation: plm citation info
Materials: README NEWS
In views: CausalInference, Econometrics, SpatioTemporal
CRAN checks: plm results

Documentation:

Reference manual: plm.pdf
Vignettes: Panel data econometrics in R: the plm package
Estimation of error component models with the plm function
Model components for fitted models with plm

Downloads:

Package source: plm_2.6-1.tar.gz
Windows binaries: r-devel: plm_2.6-1.zip, r-release: plm_2.6-1.zip, r-oldrel: plm_2.6-1.zip
macOS binaries: r-release (arm64): plm_2.6-1.tgz, r-oldrel (arm64): plm_2.6-1.tgz, r-release (x86_64): plm_2.6-1.tgz, r-oldrel (x86_64): plm_2.6-1.tgz
Old sources: plm archive

Reverse dependencies:

Reverse depends: clusterSEs, cquad, pder, pdR, pglm, SpatialRegimes
Reverse imports: apc, censReg, ExPanDaR, feisr, frontier, GLMpack, GWPR.light, lpirfs, micEcon, pspatreg, Rchoice, rewie, robomit, splm, tvReg
Reverse suggests: AER, BMisc, broom, broom.helpers, clubSandwich, collapse, dfidx, did, Ecdat, fixest, insight, lfe, marginaleffects, meboot, owidR, panelr, parameters, pgsc, sandwich, spacetime, stars, systemfit, xtable
Reverse enhances: prediction, stargazer, texreg

Linking:

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