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Paket: r-cran-plm (2.6-0-1)

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.

Andra paket besläktade med r-cran-plm

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  • dep: r-api-4.0
    virtuellt paket som tillhandahålls av r-base-core
  • dep: r-base-core (>= 4.1.2-1ubuntu2)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-bdsmatrix
    GNU R routines for block diagonal symmetric matrices
  • dep: r-cran-collapse (>= 1.6.0)
    GNU R advanced and fast data transformation
  • dep: r-cran-formula
    GNU R package for extended model formulas
  • dep: r-cran-lattice
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  • 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
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  • dep: r-cran-nlme
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  • dep: r-cran-rdpack
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  • dep: r-cran-zoo
    GNU R package for totally ordered indexed observations
  • rec: r-cran-aer
    Applied Econometrics with R
  • rec: r-cran-bookdown
    authoring books and technical documents with GNU R markdown
  • rec: r-cran-car
    GNU R Companion to Applied Regression by John Fox
  • rec: r-cran-foreign
    GNU R package to read/write data from other stat. systems
  • rec: r-cran-knitr
    GNU R package for dynamic report generation using Literate Programming
  • rec: r-cran-rmarkdown
    convert R markdown documents into a variety of formats
  • rec: r-cran-spdep
    GNU R spatial dependence: weighting schemes, statistics and models
  • rec: r-cran-statmod
    GNU R package providing algorithms and functions for statistical modeling
  • rec: r-cran-urca
    GNU R package providing unit root and cointegration tests

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