The plm package for R provides functions for linear models for panel data.
The plm package for R provides functions for linear models for panel data.
The package cover statistical concepts such as
- Statistical tests for pannel data (e.g. for serial correlation)
- General methods of moments (GMM) for pannel data
- Random effects (RE)
- Fixed Effects (FE)
- First Difference (FD)
Tutorials:
- Getting Started in Fixed/Random Effects Models using R by Oscar Torres Reyna at Princeton University
- Econometrics in R by Grant V. Farnsworth at MIT (page 27-29)
- Official package vignette
