Top "Plm" questions

R package primarily concerned with panel data.

R - Plm and lm - Fixed effects

I have a balanced panel data set, df, that essentially consists in three variables, A, B and Y, that vary …

r regression plm
Hausman type test in R

I have been using "plm" package of R to do the analysis of panel data. One of the important test …

r stata plm panel-data
F-test on Fixed Effects in R (Panel Data)

I am trying to do an F-test on the joint significance of fixed effects (individual-specific dummy variables) on a panel …

r stata plm
first-difference linear panel model variance in R and Stata

I would like for a colleague to replicate a first-difference linear panel data model that I am estimating with Stata …

r stata standard-error plm
Is there a predict function for PLM in R?

I have a small N large T panel which I am estimating via plm (panel linear regression model), with fixed …

r plm
R: plm -- year fixed effects -- year and quarter data

I am having a problem setting up a panel data model. Here is some sample data: library(plm) id <…

r regression linear-regression plm
Fixed effects regression in R (with a very large number of dummy variables)

Is there an easy way to do a fixed-effects regression in R when the number of dummy variables leads to …

r plm
Problems with within and random models in plm package

I am working with plm package and I have problem with random and within models, which are giving errors which …

r regression plm
Test for Multicollinearity in Panel Data R

I am running a panel data regression using the plm package in R and want to control for multicollinearity between …

r regression plm panel-data
Heteroscedasticity robust standard errors with the PLM package

I am trying to learn R after using Stata and I must say that I love it. But now I …

r stata robustness standard-error plm