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, effect = "individual", model = "within", index = NULL, ...)
x |
an object of class "plm" , |
z |
an object of class "pvcm" obtained with
model="within" , |
data |
a data.frame , |
effect |
one of "individual" or "time" , |
model |
one of "pooling" or "within" ; intercepts
are assumed to be identical in the first case and different in the
second case. |
index |
the index of the data.frame , |
... |
further arguments. |
pooltest
is a F test of stability (or Chow
test) for the coefficients of a panel model.
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")