pooltest {plm}R Documentation

Test of Poolability

Description

A Chow test for the poolability of the data.

Usage

pooltest(x, ...)
## S3 method for class 'plm':
pooltest(x, z, ...)
## S3 method for class 'formula':
pooltest(x, data, ...)

Arguments

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.

Details

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.

Value

An object of class "htest".

Author(s)

Yves Croissant

Examples

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")

[Package plm version 1.1-1 Index]