paneltests: Panel Data Pre-Testing and Diagnostic Suite

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?

Version:	1.0.5
Depends:	R (≥ 3.5.0)
Imports:	stats, utils
Suggests:	testthat (≥ 3.0.0), plm, zoo, quantreg
Published:	2026-05-04
DOI:	10.32614/CRAN.package.paneltests (may not be active yet)
Author:	Muhammad Abdullah Alkhalaf [aut, cre, cph]
Maintainer:	Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com>
License:	GPL-3
NeedsCompilation:	no
Citation:	paneltests citation info
Materials:	NEWS
CRAN checks:	paneltests results

Documentation:

Reference manual:

paneltests.html , paneltests.pdf

Downloads:

Package source:	paneltests_1.0.5.tar.gz
Windows binaries:	r-devel: paneltests_1.0.5.zip, r-release: not available, r-oldrel: paneltests_1.0.5.zip
macOS binaries:	r-release (arm64): paneltests_1.0.5.tgz, r-oldrel (arm64): paneltests_1.0.5.tgz, r-release (x86_64): paneltests_1.0.5.tgz, r-oldrel (x86_64): paneltests_1.0.5.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=paneltests to link to this page.