Balík: r-cran-plm (2.4-0-1)

[ Zdroj: r-cran-plm  ]

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.

Ostatné balíky súvisiace s balíkom r-cran-plm

• dep: r-api-4.0

  virtuálny balík poskytovaný balíkom r-base-core

• dep: r-base-core (>= 4.0.3-1)

  jadro GNU R na štatistické výpočty a grafický systém

• dep: r-cran-bdsmatrix

  GNU R routines for block diagonal symmetric matrices

• dep: r-cran-formula

  balík GNU R vzorcov rozšírených modelov

• dep: r-cran-lattice

  balík GNU R pre grafiku „Trellis“

• dep: r-cran-lmtest

  balík GNU R na diagnostickú kontrolu v lineárnych modeloch

• dep: r-cran-mass

  balík MASS pre GNU R od Venable a Ripley

• dep: r-cran-maxlik

  GNU R maximum likelihood estimation

• dep: r-cran-nlme

  balík GNU R na (ne-)lineárne modely zmiešaných efektov

• dep: r-cran-rdpack

  GNU R update and manipulate Rd documentation objects

• dep: r-cran-sandwich

  balík GNU R na modelovo robustné odhady štandardných odchýliek

• dep: r-cran-zoo

  balík GNU R na úplné usporiadanie indexovaných pozorovaní

• rec: r-cran-clubsandwich

  GNU R cluster-robust (Sandwich) variance estimators with small-sample

• sug: r-cran-aer

  Applied Econometrics with R

• sug: r-cran-bookdown

  authoring books and technical documents with GNU R markdown

• sug: r-cran-car

  GNU R Companion to Applied Regression (napísal John Fox)

• sug: r-cran-foreign

  balík GNU R na čítanie/zápis dát z/do iných štat. systémov

• sug: r-cran-knitr

  balík GNU R na dynamickú tvorbu zostáv pomocou Literate Programming

• sug: r-cran-rmarkdown

  convert R markdown documents into a variety of formats

• sug: r-cran-spdep

  GNU R spatial dependence: weighting schemes, statistics and models

• sug: r-cran-statmod

  GNU R package providing algorithms and functions for statistical modeling

• sug: r-cran-urca

  GNU R package providing unit root and cointegration tests

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