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paneltests
View on CRAN: Click
here
Download and install paneltests package within the R console
Install from CRAN:
install.packages("paneltests")
Install from Github:
library("remotes")
install_github("cran/paneltests") Install by package version:
library("remotes")
install_version("paneltests", "1.0.5") Attach the package and use:
library("paneltests")
Maintained by
Muhammad Abdullah Alkhalaf
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[Scholar Profile | Author Map]
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First Published: 2026-05-04
Latest Update: 2026-05-04
Description:
Pre-testing and diagnostic tools for panel data analysis. Researchers should run these tests before any panel regression to verify modelling assumptions. The package implements: (1) the Hsiao (2014, <ISBN:978-1-107-65763-2>) homogeneity F-tests (F1/F2/F3), Swamy (1970) <doi:10.2307/1913012> parameter heterogeneity test, and Pesaran (2004) <doi:10.2139/ssrn.572504> cross-sectional dependence test via xtpretest(); (2) missing-data detection, mechanism testing, and imputation for unbalanced panels via xtmispanel(); (3) quantile-regression cross-sectional dependence tests (T_tau and T-tilde_tau statistics) of Demetrescu, Hosseinkouchack and Rodrigues (2023) <doi:10.1016/j.jeconom.2022.09.001> via xtcsdq(); and (4) the panel quantile-regression slope homogeneity S-hat and D-hat statistics of Galvao, Juhl, Montes-Rojas and Olmo (2017) <doi:10.1080/07350015.2015.1054493> via xtqsh(). Together these tests address three fundamental pre-testing questions: (i) are slopes homogeneous? (ii) is there cross-sectional dependence? and (iii) is the panel balanced and is missingness ignorable?
How to cite:
Muhammad Abdullah Alkhalaf (2026). paneltests: Panel Data Pre-Testing and Diagnostic Suite. R package version 1.0.5, https://cran.r-project.org/web/packages/paneltests. Accessed 29 Jul. 2026.
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