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>).
Version: 2.6-6 Depends: R (≥ 3.2.0) Imports: MASS, bdsmatrix, collapse (≥ 1.8.9), zoo, nlme, sandwich, lattice, lmtest, maxLik, Rdpack, Formula, stats Suggests: AER, car, statmod, urca, pder, texreg, knitr, rmarkdown, fixest, lfe Published: 2025-04-04 DOI: 10.32614/CRAN.package.plm Author: 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] Maintainer: Kevin Tappe <kevin.tappe at bwi.uni-stuttgart.de> BugReports: https://github.com/ycroissant/plm/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://cran.r-project.org/package=plm, https://github.com/ycroissant/plm NeedsCompilation: no Citation: plm citation info Materials: README NEWS In views: CausalInference, Econometrics, MixedModels, SpatioTemporal CRAN checks: plm results Documentation: Downloads: Reverse dependencies: Reverse depends: clusterSEs, cquad, pder, pglm, SpatialRegimes, xtsum Reverse imports: apc, censReg, DIDHAD, DIDmultiplegtDYN, em, EquiTrends, ExPanDaR, feisr, frontier, GLMpack, lpirfs, micEcon, netmediate, panelSUR, pdR, poobly, pspatreg, Rchoice, rewie, robomit, SDPDmod, sfaR, splm, StuteTest, tvReg, vannstats, winputall Reverse suggests: AER, BMisc, broom, broom.helpers, clubSandwich, collapse, did, Ecdat, effClust, fixest, fullRankMatrix, GCCfactor, getspanel, ggeffects, insight, lfe, marginaleffects, meboot, mixedbiastest, panelr, parameters, pgsc, sandwich, spacetime, stars, systemfit, xtable Reverse enhances: prediction, stargazer, texreg Linking:Please use the canonical form https://CRAN.R-project.org/package=plm to link to this page.
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