r-cran-plm
GNU R estimators and tests for panel data econometrics
Description
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.Upload more screenshots
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Homepage
https://cran.r-project.org/package=plm
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