pFtest {plm}R Documentation

F test for effects

Description

Test of individuals and/or time effects based on the comparison of the within and the pooling model.

Usage

pFtest(x, ...)
## S3 method for class 'plm':
pFtest(x,z,data=NULL, ...)
## S3 method for class 'plms':
pFtest(x,...)

Arguments

x an object of class "plms" or "plm",
z an object of class "plm",
data data,
... further arguments.

Details

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.

Value

An object of class "htest".

Author(s)

Yves Croissant

See Also

plmtest for Lagrange multipliers tests of individuals and/or time effects.

Examples

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)

[Package plm version 0.2-1 Index]