pooltest {plm} | R Documentation |
A Chow test for the poolability of the data.
pooltest(x, ...) ## S3 method for class 'plm': pooltest(x, z, ...) ## S3 method for class 'formula': pooltest(x, data, ...)
x |
an object of class "plm" , |
z |
an object of class "pvcm" obtained with
model="within" , |
data |
a data.frame , |
... |
further arguments passed to plm. |
pooltest
is an F test of stability (or Chow
test) for the coefficients of a panel model. The estimated plm
object should be "pooling"
model or a "within"
model
(the default); intercepts are assumed to be identical in the first
case and different in the second case.
An object of class "htest"
.
Yves Croissant
data("Gasoline", package="Ecdat") form <- lgaspcar~lincomep+lrpmg+lcarpcap gasw <- plm(form, data=Gasoline, model="within") gasp <- plm(form, data=Gasoline, model="pooling") gasnp <- pvcm(form, data=Gasoline, model="within") pooltest(gasw, gasnp) pooltest(gasp, gasnp) pooltest(form, data=Gasoline, effect="individual", model="within") pooltest(form, data=Gasoline, effect="individual", model="pooling")