The plm Package - Linear Models and Tests for Panel Data

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About

plm is a package for panel data econometrics for the R statistical computing environment. It was first published on CRAN in 2006.

It includes (non-exhaustive overview):

Installation

To install the released version from CRAN:

install.packages("plm")

The package’s CRAN website is https://cran.r-project.org/package=plm.

The development of package plm takes place on GitHub at https://github.com/ycroissant/plm. To install the development version from GitHub, use, e.g.:

# install.packages("remotes")
remotes::install_github("ycroissant/plm")

Documentation

Package plm comes with documentation: Besides the usual help pages for each function, the vignettes provide a gentle introduction to the package and some functions (vignettes are available at the package’s CRAN website https://cran.r-project.org/package=plm).

New package users are advised to start with the first vignette Panel data econometrics in R: the plm package for an overview of the package. A more in-depth treatment of estimation of error component models and instrument variable models is in the second vignette Estimation of error component models with the plm function.

Further, many textbooks treat package plm and/or use it in their examples: