Last data update: 2014.03.03
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Images
pbltest
(Package: plm ) :
Baltagi and Li Serial Dependence Test For Random Effects Models
Baltagi and Li (1995)'s Lagrange multiplier test for AR(1) or MA(1) idiosyncratic errors in panel models with random effects.
● Data Source:
CranContrib
● Keywords: htest
● Alias: pbltest
●
0 images
pwfdtest
(Package: plm ) :
Wooldridge first-difference-based test for AR(1) errors in levels or first-differenced panel models
First-differencing-based test of serial correlation for (the idiosyncratic component of) the errors in either levels or first-differenced panel models.
● Data Source:
CranContrib
● Keywords: htest
● Alias: pwfdtest, pwfdtest.formula, pwfdtest.panelmodel
●
0 images
pcdtest
(Package: plm ) :
Tests of cross-section dependence for panel models
Pesaran's CD or Breusch-Pagan's LM (local or global) tests for cross sectional dependence in panel models
● Data Source:
CranContrib
● Keywords: htest
● Alias: pcdtest, pcdtest.formula, pcdtest.panelmodel
●
0 images
pdwtest
(Package: plm ) :
Durbin--Watson Test for Panel Models
Test of serial correlation for (the idiosyncratic component of) the errors in panel models.
● Data Source:
CranContrib
● Keywords: htest
● Alias: pdwtest, pdwtest.formula, pdwtest.panelmodel
●
0 images
pdim
(Package: plm ) :
Check for the Dimensions of the Panel
This function checks the number of individuals and time observations in the panel and whether it is balanced or not.
● Data Source:
CranContrib
● Keywords: attribute
● Alias: pdim, pdim.data.frame, pdim.default, pdim.panelmodel, pdim.pdata.frame, print.pdim
●
0 images
pFormula
(Package: plm ) :
pFormula: An extended Formula interface for panel data
pFormula is a Formula object, with methods useful for panel data.
● Data Source:
CranContrib
● Keywords: classes
● Alias: as.Formula.pFormula, model.frame.pFormula, model.matrix.pFormula, pFormula
●
0 images
vcovHC
(Package: plm ) :
Robust Covariance Matrix Estimators
Robust covariance matrix estimators a la White for panel models.
● Data Source:
CranContrib
● Keywords: regression
● Alias: pvcovHC, vcovHC, vcovHC.pgmm, vcovHC.plm
●
0 images
pmg
(Package: plm ) :
Mean Groups (MG), Demeaned MG and CCE MG estimators
Mean Groups (MG), Demeaned MG (DMG) and Common Corrleated Effects MG (CCEMG) estimators for heterogeneous panel models, possibly with common factors (CCEMG)
● Data Source:
CranContrib
● Keywords: regression
● Alias: pmg, print.summary.pmg, summary.pmg
●
0 images
purtest
(Package: plm ) :
Unit root tests for panel data
purtest
implements several testing procedures that have been proposed to test unit root hypotheses with panel data.
● Data Source:
CranContrib
● Keywords: htest
● Alias: print.purtest, print.summary.purtest, purtest, summary.purtest
●
0 images
phtest
(Package: plm ) :
Hausman Test for Panel Models
Specification test for panel models.
● Data Source:
CranContrib
● Keywords: htest
● Alias: phtest, phtest.formula, phtest.panelmodel
●
0 images