pooltest {plm}R Documentation

Test of poolability

Description

A Chow test for the poolability of the data.

Usage

pooltest(plms,nopool=NULL,effect=FALSE)

Arguments

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.

Details

pooltest is a classical F test of stability (or Chow test) for the coefficients of a panel model.

Value

An object of class "htest".

Examples

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)

[Package plm version 0.1-1 Index]