pFtest {plm} | R Documentation |
Test of individual and/or time effects based on the comparison of the
within
and the pooling
model.
pFtest(x, ...) ## S3 method for class 'plm': pFtest(x, z, ...) ## S3 method for class 'formula': pFtest(x, data, ...)
x |
an object of class "plm" or of class "formula" , |
z |
an object of class "plm" , |
data |
a data.frame , |
... |
further arguments. |
For the plm
method, the argument of this function is two
plm
objects, the first being a within model, the second a
pooling model. The effects tested are either individual, time or
twoways, depending on the effects introduced in the model.
An object of class "htest"
.
Yves Croissant
plmtest
for Lagrange multipliers tests of individuals
and/or time effects.
data("Grunfeld", package="plm") gi <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling") gt <- plm(inv ~ value + capital, data = Grunfeld, effect = "time", model = "within") gd <- plm(inv ~ value + capital, data = Grunfeld, effect = "twoways", model = "within") pFtest(gt,gi) pFtest(gd,gi) pFtest(inv~value+capital, data=Grunfeld, effect="twoways")