pooltest {plm} | R Documentation |
A Chow test for the poolability of the data.
pooltest(x,...) ## S3 method for class 'plms': pooltest(x,nopool,effect=FALSE,...) ## S3 method for class 'plm': pooltest(x,nopool,...)
x |
an object of class "plms" or "plm" , |
nopool |
an object of class "pvcm" obtained with effect="within" , |
effect |
if x is a plms and effect=TRUE the nopool model is compared to
the within model, if FALSE to the pooling
model. |
... |
further arguments. |
pooltest
is a F test of stability (or Chow
test) for the coefficients of a panel model.
An object of class "htest"
.
Yves Croissant
library(Ecdat) data(Gasoline) Gasoline <- pdata.frame(Gasoline,"country","year") form <- lgaspcar~lincomep+lrpmg+lcarpcap gas <- plm(form,data=Gasoline) gasnp <- pvcm(form,data=Gasoline,model="within") pooltest(gas,gasnp) pooltest(gas,gasnp,effect=TRUE)