plm is a package for R which intends to make the estimation of linear panel models straightforward. plm provides functions to estimate a wide variety of models and to make (robust) inference.

For a gentle and comprehensive introduction to the package, please see the package’s vignette.

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
• 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. Use data(package="plm") to view a list of available data sets in the package.