Investigators are studying what went wrong [photo: NZ Herald]

The twin-engined Piper Aztec's door blew open when it hit turbulence at 8,000 feet (2,440m).

Two policemen tried to hold the door as the plane dived then landed at a nearby airstrip.

"What goes through your head is... are you going to live or die," Ms Clark said, two hours after the ordeal.

The prime minister's plane was flying from the tourist town of Rotorua in central North Island to the capital, Wellington, when the trouble started.

Ms Clark, who was wearing a seat belt, was jolted when the six-seater plane dived.

"When the plane plunges like that, obviously it is quite shocking. And then when you see the door can't close, you know that it is a serious incident," she said.

"All of sudden there seemed to be a lot of noise in the plane... and my arm crashed down on... the windowsill - and that was very painful.

"Then I noticed... two policemen struggling to hold onto the door. So that was quite dramatic. I think everyone was a little bit shaken, but the [police] performed superbly. I'm very proud of them," she said.

Air safety officials are to investigate what caused the plane's door to open.

Ms Clark, the two police officers, a press secretary and the pilot were aboard the plane during the flight.