CRAN/E | plm

plm

Linear Models for Panel Data

Installation

About

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 (doi:10.1007/978-3-030-53953-5), Hsiao (2014), Analysis of Panel Data (doi:10.1017/CBO9781139839327), and Croissant and Millo (2018), Panel Data Econometrics with R (doi:10.1002/9781119504641).

Citation plm citation info
cran.r-project.org/package=plm
github.com/ycroissant/plm
Bug report File report

Key Metrics

Version 2.6-4
R ≥ 3.2.0
Published 2024-04-01 186 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks plm results

Downloads

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Maintainer

Maintainer

Kevin Tappe

Authors

Yves Croissant

aut

Giovanni Millo

aut

Kevin Tappe

aut / cre

Ott Toomet

ctb

Christian Kleiber

ctb

Achim Zeileis

ctb

Arne Henningsen

ctb

Liviu Andronic

ctb

Nina Schoenfelder

ctb

Material

README
NEWS
Reference manual
Package source

In Views

CausalInference
Econometrics
MixedModels
SpatioTemporal

Vignettes

Panel data econometrics in R: the plm package
Estimation of error components models with the plm function
Model components for fitted models with plm

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

plm archive

Depends

R ≥ 3.2.0

Imports

MASS
bdsmatrix
collapse ≥ 1.8.9
zoo
nlme
sandwich
lattice
lmtest
maxLik
Rdpack
Formula
stats

Suggests

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urca
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knitr
rmarkdown
fixest
lfe

Reverse Depends

clusterSEs
cquad
pder
pglm
SpatialRegimes
xtsum

Reverse Imports

apc
censReg
DIDmultiplegtDYN
em
ExPanDaR
feisr
frontier
GLMpack
lpirfs
micEcon
netmediate
panelSUR
pspatreg
Rchoice
rewie
robomit
SDPDmod
sfaR
splm
tvReg
vannstats

Reverse Suggests

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BMisc
broom
broom.helpers
clubSandwich
collapse
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lfe
marginaleffects
meboot
panelr
parameters
pgsc
sandwich
spacetime
stars
systemfit
xtable

Reverse Enhances

prediction
stargazer
texreg