Panel Generalized Linear Models

Estimation of panel models for glm-like models: this includes binomial models (logit and probit), count models (poisson and negbin) and ordered models (logit and probit), as described in: Baltagi (2013) Econometric Analysis of Panel Data, ISBN-13:978-1-118-67232-7, Hsiao (2014) Analysis of Panel Data and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN:978-1-118-94918-4.


Reference manual

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install.packages("pglm")

0.2-4 by Yves Croissant, 8 months ago


https://cran.r-project.org/package=pglm


Browse source code at https://github.com/cran/pglm


Authors: Yves Croissant [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports statmod, Formula

Depends on maxLik, plm

Suggests lmtest, car


Imported by pdR.

Suggested by Rchoice, panglm, pder, unvs.med.

Enhanced by texreg.


See at CRAN