phtest {plm} | R Documentation |
Specification test for panel models.
phtest(x, ...) ## S3 method for class 'panelmodel': phtest(x, x2, ...) ## S3 method for class 'formula': phtest(x, data, ..., model = c("within","random"))
x |
an object of class "panelmodel" or "formula" , |
x2 |
an object of class "panelmodel" , |
model |
a vector containing the names of two models, |
data |
a data.frame , |
... |
further arguments passed to plm |
The Hausman test is based on the difference of the vectors of coefficients of two different models.
An object of class "htest"
.
Yves Croissant
Hausman, J.A. (1978), Specification tests in econometrics, Econometrica, 46, pp.1251–1271.
data("Gasoline",package="Ecdat") form <- lgaspcar~lincomep+lrpmg+lcarpcap wi <- plm(form, data=Gasoline, model="within") re <- plm(form, data=Gasoline, model="random") phtest(wi, re) phtest(form, data=Gasoline)