[ ソース: r-cran-plm ]
パッケージ: r-cran-plm (2.6-4-1)
r-cran-plm に関するリンク
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外部の資源:
- ホームページ [cran.r-project.org]
類似のパッケージ:
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.
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