r-cran-plm 2.6-1-1 (amd64 binary) in ubuntu kinetic
This R package intends to make the estimation of linear panel models
straightforward. It provides functions to estimate a wide variety of models=
and to make (robust) inference.
.
The main functions to estimate models are:
- plm: panel data estimators using lm on transformed data,
- pgmm: generalized method of moments (GMM) estimation for panel data,
- pvcm: variable coefficients models for panel data,
- pmg: mean groups (MG), demeaned MG and common correlated effects (CCEMG)
estimators.
.
Next to the model estimation functions, the package offers several functions
for statistical tests related to panel data/models.
.
Multiple functions for (robust) variance-covariance matrices are at hand as
well. The package also provides data sets to demonstrate functions and to
replicate some text book/paper results.
Details
- Package version:
- 2.6-1-1
- Status:
- Superseded
- Component:
- universe
- Priority:
- Optional
Downloadable files
- r-cran-plm_2.6-1-1_all.deb (1.9 MiB)