# Linear Models for Panel Data

## Documentation for package ‘plm’ version 1.3-1

- DESCRIPTION file.
- Overview of user guides and package vignettes; browse directory.

## Help Pages

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

## -- A --

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 --

Hedonic | Hedonic Prices of Census Tracts in the Boston Area

## -- 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

## -- P --

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
pccep | Common Correlated Effects Pooled estimator
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
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
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.fixef | Extract the Fixed Effects
print.summary.pccep | Common Correlated Effects Pooled estimator
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.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 for panel data

## -- S --

sargan | Hansen-Sargan Test of Overidentifying Restrictions
Snmesp | Employment and Wages in Spain
SumHes | The Penn World Table, v. 5
summary.fixef | Extract the Fixed Effects
summary.pccep | Common Correlated Effects Pooled estimator
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.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
vcovHC.pgmm | Robust Covariance Matrix Estimators
vcovHC.plm | Robust Covariance Matrix Estimators
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