Abstract

This introduction to the plm package is a slightly modified version of Croissant and Millo (2008), published in the Journal of Statistical Software. Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. 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. Keywords:˜panel data, covariance matrix estimators, generalized method of moments, R. 1.

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