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[ Paquet source : r-cran-plm ]
Paquet : r-cran-plm (2.6-5-1)
Liens pour r-cran-plm
Télécharger le paquet source r-cran-plm :
Responsable :
Ressources externes :
- Page d'accueil [cran.r-project.org]
Paquets similaires :
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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Télécharger r-cran-plm
| Architecture | Taille du paquet | Espace occupé une fois installé | Fichiers |
|---|---|---|---|
| all | 1 774,7 ko | 2 490,0 ko | [liste des fichiers] |