plm

Cigarette Consumption

Crime in North Carolina

Employment and Wages in the United Kingdom

Gasoline Consumption

Grunfeld's Investment Data

Hedonic Prices of Census Tracts in the Boston Area

Wages and Hours Worked

Wages and Education of Young Males

Purchasing Power Parity and other parity relationships

US States Production

Production of Rice in Indonesia

Employment and Wages in Spain

The Penn World Table, v. 5

Panel Data of Individual Wages

Angrist and Newey's version of Chamberlain test for fixed effects

Cross-sectionally Augmented IPS Test for Unit Roots in Panel Models

Cross–sectional correlation matrix

Functions to detect linear dependence

Estimation of the error components

Extract the Fixed Effects

Check for the presence of an intercept in a formula or in a fitted model

Extract the indexes of panel data

Check if data are balanced

Check if time periods are consecutive

Check if an object is a pseries

lag, lead, and diff for panel data

Make data balanced

Make data consecutive (and, optionally, also balanced)

model.frame and model.matrix for panel data

Arellano–Bond Test of Serial Correlation

Extract Total Number of Observations Used in Estimated Panelmodel

F Test for Individual and/or Time Effects

Breusch–Godfrey Test for Panel Models

Baltagi and Li Serial Dependence Test For Random Effects Models

Modified BNF–Durbin–Watson Test and Baltagi–Wu's LBI Test for Panel Models

Bera, Sosa-Escudero and Yoon Locally–Robust Lagrange Multiplier Tests for Panel Models and Joint Test by Baltagi and Li

Common Correlated Effects estimators

Tests of cross-section dependence for panel models

data.frame for panel data

Check for the Dimensions of the Panel

Durbin–Watson Test for Panel Models

General FGLS Estimators

Generalized Method of Moments (GMM) Estimation for Panel Data

Panel Granger (Non-)Causality Test (Dumitrescu/Hurlin (2012))

Hausman–Taylor Estimator for Panel Data

Hausman Test for Panel Models

Chamberlain estimator and test for fixed effects

Panel estimators for limited dependent variables

Panel Data Estimators

Deprecated functions of plm

plm package: linear models for panel data

Option to Switch On/Off Fast Data Transformations

Lagrange FF Multiplier Tests for Panel Models

Mean Groups (MG), Demeaned MG and CCE MG estimators

A function to extract the model.response

Test of Poolability

panel series

Measures for Unbalancedness of Panel Data

Unit root tests for panel data

Check for Cross-Sectional and Time Variation

Variable Coefficients Models for Panel Data

Wald-style Chi-square Test and F Test

Wooldridge Test for AR(1) Errors in FE Panel Models

Wooldridge first–difference–based test for AR(1) errors in levels or first–differenced panel models

Wooldridge's Test for Unobserved Effects in Panel Models

R squared and adjusted R squared for panel models

Extract the Random Effects

Functions exported from other packages

Hansen–Sargan Test of Overidentifying Restrictions

Summary for plm objects

Beck and Katz Robust Covariance Matrix Estimators

Double-Clustering Robust Covariance Matrix Estimator

Generic Lego building block for Robust Covariance Matrix Estimators

Robust Covariance Matrix Estimators

Newey and West (1987) Robust Covariance Matrix Estimator

Driscoll and Kraay (1998) Robust Covariance Matrix Estimator

Overall Intercept for Within Models Along its Standard Error