[ 原始碼： r-cran-plm ]
套件：r-cran-plm（2.6-4-1）
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.
其他與 r-cran-plm 有關的套件
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- dep: r-api-4.0
- 本虛擬套件由這些套件填實： r-base-core
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- dep: r-cran-bdsmatrix
- GNU R routines for block diagonal symmetric matrices
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- dep: r-cran-collapse (>= 1.8.9)
- GNU R advanced and fast data transformation
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- dep: r-cran-formula
- GNU R package for extended model formulas
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- dep: r-cran-lattice
- GNU R package for 'Trellis' graphics
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- dep: r-cran-lmtest
- GNU R package for diagnostic checking in linear models
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- dep: r-cran-mass
- GNU R package of Venables and Ripley's MASS
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- dep: r-cran-maxlik
- GNU R maximum likelihood estimation
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- dep: r-cran-nlme
- GNU R package for (non-)linear mixed effects models
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- dep: r-cran-rdpack
- GNU R update and manipulate Rd documentation objects
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- dep: r-cran-sandwich
- GNU R package for model-robust standard error estimates
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- dep: r-cran-zoo
- GNU R package for totally ordered indexed observations
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- rec: r-cran-aer
- Applied Econometrics with R
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- rec: r-cran-bookdown
- authoring books and technical documents with GNU R markdown
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- rec: r-cran-car
- GNU R Companion to Applied Regression by John Fox
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- rec: r-cran-foreign
- GNU R package to read/write data from other stat. systems
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- rec: r-cran-knitr
- GNU R package for dynamic report generation using Literate Programming
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- rec: r-cran-rmarkdown
- convert R markdown documents into a variety of formats
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- rec: r-cran-spdep
- GNU R spatial dependence: weighting schemes, statistics and models
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- rec: r-cran-statmod
- GNU R package providing algorithms and functions for statistical modeling
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- rec: r-cran-urca
- GNU R package providing unit root and cointegration tests