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 the name of the data
... further arguments

Details

The argument of this function is whether a plms model or two plm models, the first being a within model, the second a pooling model. The effects tested are whether individual, time or both effects depending of the effects introduced in the model.

Value

An object of class "htest".

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,method="temp")
gd <- plm(inv ~ value + capital, data=Grunfeld,methid="double")
pFtest(gi)
pFtest(gi$within,gi$pooling)
pFtest(gt)
pFtest(gd)

[Package plm version 0.1-1 Index]