pFtest {plm} | R Documentation |
Test of individuals and/or time effects based on the comparison of the
within
and the pooling
model.
pFtest(x, ...) ## S3 method for class 'plm': pFtest(x,z,data=NULL, ...) ## S3 method for class 'plms': pFtest(x,...)
x |
an object of class "plms" or "plm" , |
z |
an object of class "plm" , |
data |
data, |
... |
further arguments. |
The argument of this function is whether a plms
object or two
plm
objects, the first being a within model, the second a pooling
model. The effects tested are whether individual, time or twoways effects
depending on the effects introduced in the model.
An object of class "htest"
.
Yves Croissant
plmtest
for Lagrange multipliers tests of individuals
and/or time effects.
library(Ecdat) data(Grunfeld) Grunfeld <-pdata.frame(Grunfeld,"firm","year") gi <- plm(inv ~ value + capital, data=Grunfeld) gt <- plm(inv ~ value + capital, data=Grunfeld,effect="time") gd <- plm(inv ~ value + capital, data=Grunfeld,effect="twoways") pFtest(gi) pFtest(gi$within,gi$pooling) pFtest(gt) pFtest(gd)