Skip to content
Sections
>> Trisquel >> Pakiety >> nabia >> gnu-r >> r-cran-plm
[  nabia  ] [  aramo  ]
[ Pakiet źródłowy: r-cran-plm  ]

Pakiet: r-cran-plm (2.2-2-1)

GNU R estimators and tests for panel data econometrics

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.

Inne pakiety związane z r-cran-plm

  • wymaga
  • poleca
  • sugeruje
  • dep: r-api-3.5
    pakiet wirtualny udostępniany przez r-base-core
  • dep: r-base-core (>= 3.6.2.20200221-1)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-bdsmatrix
    GNU R routines for block diagonal symmetric matrices
  • dep: r-cran-formula
    GNU R package for extended model formulas
  • dep: r-cran-lattice
    GNU R package for 'Trellis' graphics
  • dep: r-cran-lmtest
    GNU R package for diagnostic checking in linear models
  • dep: r-cran-mass
    GNU R package of Venables and Ripley's MASS
  • dep: r-cran-maxlik
    GNU R maximum likelihood estimation
  • dep: r-cran-nlme
    GNU R package for (non-)linear mixed effects models
  • dep: r-cran-rdpack
    GNU R update and manipulate Rd documentation objects
  • dep: r-cran-sandwich
    GNU R package for model-robust standard error estimates
  • dep: r-cran-zoo
    GNU R package for totally ordered indexed observations
  • rec: r-cran-clubsandwich
    GNU R cluster-robust (Sandwich) variance estimators with small-sample
  • sug: r-cran-aer
    Applied Econometrics with R
  • sug: r-cran-bookdown
    authoring books and technical documents with GNU R markdown
  • sug: r-cran-car
    GNU R Companion to Applied Regression by John Fox
  • sug: r-cran-foreign
    GNU R package to read/write data from other stat. systems
  • sug: r-cran-knitr
    GNU R package for dynamic report generation using Literate Programming
  • sug: r-cran-rmarkdown
    convert R markdown documents into a variety of formats
  • sug: r-cran-spdep
    GNU R spatial dependence: weighting schemes, statistics and models
  • sug: r-cran-statmod
    GNU R package providing algorithms and functions for statistical modeling
  • sug: r-cran-urca
    GNU R package providing unit root and cointegration tests

Pobieranie r-cran-plm

Pobierz dla wszystkich dostępnych architektur
Architektura Rozmiar pakietu Rozmiar po instalacji Pliki
all 1 878,8 KiB2632 KiB [lista plików]