Paketti: r-cran-plm (2.6-4-1)

[ Source: r-cran-plm  ]

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.

Muut pakettiin r-cran-plm liittyvät paketit

• dep: r-api-4.0

  näennäispaketti, jonka toteuttaa r-base-core

• dep: r-cran-bdsmatrix

  GNU R routines for block diagonal symmetric matrices

• dep: r-cran-collapse (>= 1.8.9)

  GNU R advanced and fast data transformation

• 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-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

Imuroi r-cran-plm

Imurointi kaikille saataville arkkitehtuureille

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