panglm: Generalized Linear Models for Panel Data

Provides generalized linear models for panel data, including pooled, fixed-effects, and random-effects estimators for continuous, binary, count, ordinal, positive (gamma), and bounded (beta) outcomes, with the fixed-effects ordered logit of Baetschmann, Staub and Winkelmann (2015) <doi:10.1111/rssa.12090> and beta regression (Ferrari and Cribari-Neto 2004) <doi:10.1080/0266476042000214501>. Also offers correlated random effects (Mundlak 1978) <doi:10.2307/1913646>, dynamic models with the Wooldridge (2005) <doi:10.1002/jae.770> initial conditions solution, observation weights, average partial effects, regression-spline curves and linearity tests, difference-in-differences and event studies, and two-part models for costs (Duan et al. 1983) <doi:10.1080/07350015.1983.10509330>, including correlated random intercepts (Van Ourti 2004) <doi:10.1002/hec.920>. Estimators and tests follow standard panel-data references, including Hausman (1978) <doi:10.2307/1913827>, Chamberlain (1980) <doi:10.2307/2297110>, Allison and Waterman (2002) <doi:10.1111/1467-9531.00117>, and Croissant and Millo (2008) <doi:10.18637/jss.v027.i02>. Core numerical routines are implemented using 'Rcpp', 'RcppArmadillo', and 'RcppParallel'.

Version:	1.7.0
Depends:	R (≥ 3.6.0)
Imports:	Rcpp, grDevices, graphics, stats
LinkingTo:	Rcpp, RcppArmadillo, RcppParallel
Suggests:	testthat (≥ 3.0.0), plm, pglm, fixest, flexmix, sandwich, survival, MASS, AER, censReg, glmmTMB, marginaleffects, lme4, nlme, GLMMadaptive, ordinal, betareg, splines, pscl, sampleSelection, quantreg, generics, broom, modelsummary, did, etwfe, knitr, rmarkdown
Published:	2026-11-03
DOI:	10.32614/CRAN.package.panglm
Author:	Imad El Badisy [aut, cre]
Maintainer:	Imad El Badisy <elbadisyimad at gmail.com>
BugReports:	https://github.com/ielbadisy/panglm/issues
License:	MIT + file LICENSE
URL:	https://elbadisyimad.com/panglm/, https://CRAN.R-project.org/package=panglm, https://github.com/ielbadisy/panglm
NeedsCompilation:	yes
SystemRequirements:	GNU make
Citation:	panglm citation info
Materials:	README, NEWS
CRAN checks:	panglm results

Documentation:

Reference manual:

panglm.html , panglm.pdf

Vignettes:

Health-economics datasets for teaching panel models (source, R code) Endogeneity: IV, Hausman-Taylor, GMM and selection (source, R code) Heterogeneity: random slopes, latent classes and quantiles (source, R code) Getting started with panglm (source, R code) Technical reference: models, estimators and inference (source, R code) Counts, costs, bounded and censored outcomes (source, R code) Policy evaluation: DiD, event studies and staggered adoption (source, R code)

Downloads:

Package source:	panglm_1.7.0.tar.gz
Windows binaries:	r-devel: panglm_1.1.4.zip, r-release: panglm_1.7.0.zip, r-oldrel: panglm_1.7.0.zip
macOS binaries:	r-release (arm64): panglm_1.7.0.tgz, r-oldrel (arm64): panglm_1.7.0.tgz, r-release (x86_64): panglm_1.7.0.tgz, r-oldrel (x86_64): panglm_1.7.0.tgz
Old sources:	panglm archive

Linking:

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