alle opties
buster  ] [  bullseye  ] [  bookworm  ] [  trixie  ] [  sid  ]
[ Bron: r-cran-plm  ]

Pakket: r-cran-plm (2.6-2+dfsg-1)

Verwijzigingen voor r-cran-plm

Screenshot

Debian bronnen:

Het bronpakket r-cran-plm downloaden:

Beheerders:

Externe bronnen:

Vergelijkbare pakketten:

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.

Andere aan r-cran-plm gerelateerde pakketten

  • depends
  • recommends
  • suggests
  • enhances

r-cran-plm downloaden

Pakket downloaden voor alle beschikbare platforms
Platform Pakketgrootte Geïnstalleerde grootte Bestanden
all 2.018,8 kB5.152,0 kB [overzicht]