phtest {plm} | R Documentation |
Specification test for panel models.
phtest(x, ...) ## S3 method for class 'panelmodel': phtest(x,x2,data=NULL, ...) ## S3 method for class 'plms': phtest(x,...)
x |
an object of class "plms" or "panelmodel" , |
x2 |
an object of class "panelmodel" , |
data |
|
... |
further arguments. |
The Hausman test is based on the difference of the vectors of
coefficients of two different models. If the argument of phtest
is an object of class plms
, the Hausman test compares the
within and the random effects model.
An object of class "htest"
.
Yves Croissant
Hausman, J.A. (1978), Specification tests in econometrics, Econometrica, 46, pp.1251–1271.
library(Ecdat) data(Gasoline) Gasoline <- pdata.frame(Gasoline,"country","year") form <- lgaspcar~lincomep+lrpmg+lcarpcap gas <- plm(form,data=Gasoline) phtest(gas) phtest(gas$between, gas$random)