| phtest {plm} | R Documentation |
Test of consistency for panel models
phtest(x, ...) ## S3 method for class 'plm': phtest(x,x2,data=NULL, ...) ## S3 method for class 'plms': phtest(x,...)
x |
an object of class "plms" or "plm" |
x2 |
an object of class "plm" |
data |
the name of the data |
... |
further arguments |
The Hausman test is based on the difference of the vectors of
coefficients of two different models. If the argument of phtest
is an object of class plms, the Hausman test compares the
within and the random effects model.
An object of class "htest".
Hausman, G. (1978), Specification tests in econometrics, Econometrica, 46, pp.1251–1271.
library(Ecdat) data(Gasoline) Gasoline <- pdata.frame(Gasoline,country,year) form <- lgaspcar~lincomep+lrpmg+lcarpcap gas <- plm(form,data=Gasoline) phtest(gas) phtest(gas$between, gas$random)