pooltest {plm} | R Documentation |
A Chow test for the poolability of the data.
pooltest(plms,nopool=NULL,effect=FALSE)
plms |
an object of class "plms" , |
nopool |
an object of class "nopool" (if the plms
object does not contain any "nopool" model, |
effect |
If TRUE the nopool model is compared to
the within model, if FALSE to the pooling model. |
pooltest
is a classical F test of stability (or Chow
test) for the coefficients of a panel model.
An object of class "htest"
.
library(Ecdat) data(Gasoline) Gasoline <- pdata.frame(Gasoline,country,year) form <- lgaspcar~lincomep+lrpmg+lcarpcap gas <- plm(form,data=Gasoline,np=TRUE) pooltest(gas) pooltest(gas,effect=TRUE)