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Estimate models

Fit heterogeneous panel models and define their terms.

csdm()
Panel Model Estimation with Cross-Sectional Dependence
csdm_csa()
Specification: Cross-sectional averages (CSA)
csdm_lr()
Specification: Long-run configuration
csdm_vcov()
Specification: Mean-group variance-covariance estimator

Inspect fitted models

Standard model methods and tidy extraction.

print(<csdm_fit>)
Compact print method for fitted csdm models
summary(<csdm_fit>)
Summarize csdm model estimation results
print(<summary.csdm_fit>)
Print method for csdm summary objects
coef(<csdm_fit>)
Extract model coefficients from a fitted csdm model
vcov(<csdm_fit>)
Extract coefficient covariance matrix from a fitted csdm model
predict(<csdm_fit>)
Predict method for csdm models
residuals(<csdm_fit>)
Extract residual matrix from a fitted csdm model
fitted(<csdm_fit>)
Extract fitted panel values
update(<csdm_fit>)
Update a fitted panel model
nobs(<csdm_fit>) model.frame(<csdm_fit>) model.matrix(<csdm_fit>) terms(<csdm_fit>) formula(<csdm_fit>) df.residual(<csdm_fit>)
Extract fitted model data and sample information
tidy(<csdm_fit>) glance(<csdm_fit>) augment(<csdm_fit>)
Tidy model coefficients, fit statistics, and observations

Diagnostics and data utilities

cd_test() print(<cd_test>)
Cross-sectional dependence (CD) tests for panel residuals
cross_sectional_avg()
Cross-sectional averages by time (with optional leave-one-out)

Data

PWT_60_07
Penn World Tables panel (93 countries, 1960-2007)

Deprecated

Compatibility wrappers scheduled for removal.

csdm_pooled()
Deprecated pooled-constraint specification
get_residuals()
Deprecated residual-matrix accessor
prepare_cd_input()
Deprecated residual preprocessing utility
cluster_vcov()
Deprecated cluster-robust variance-covariance utility
sandwich_vcov()
Deprecated heteroskedasticity-robust covariance utility
pooled_vcov()
Deprecated fixed-weight mean-group covariance utility