plm

The plm package

plm, first posted on CRAN in 2006, is an R package for panel data econometrics. It provides

• enhanced data.frame to deal with data sets for which observations are identified by a combination of two indexes,
• a set of functions to estimate models (especially plm for linear panel models and pgmm for general method of moments estimators applied to panel data),
• a set of testing functions,
• a set of robust covariance matrix estimators.

Installation

To install the released version on CRAN:

install.packages("plm")

To install the development version on RForge:

install.packages("plm", repos = 'http://R-Forge.R-project.org'))

Documentation

A gentle introduction to plm is available as vignettes which are accessed in the Articles entry of the website:

Full documentation of all the exported functions and methods of plm can be found in the Reference entry of the website.