Panel Data Pre-Testing and Diagnostic Suite
Overview
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) 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:10.1093/jjfinec/nbx016 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?
- Corrected the DOIs of Galvao, Juhl, Montes-Rojas and Olmo (2017) (10.1093/jjfinec/nbx016), Little (1988) (10.1080/01621459.1988.10478722) and Swamy (1970) (10.2307/1913012).
- Demetrescu, Hosseinkouchack and Rodrigues (2023): title corrected to the published working-paper title and DOI corrected to 10.4419/96973210 (Ruhr Economic Papers 1041); the journal DOI previously given in DESCRIPTION pointed to an unrelated article and was removed.
- No changes to code.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK7 OK2026-05-05
Documentation
- Help pages
- 9
- Examples that run
- 50%2 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 44%
Downloads
Dependencies
Installing paneltests adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
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- 1.0.6Latest
- 1.0.52026-05-04
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-04
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 45 KB / 1 file
- Download size
- 73 KB
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