| pFtest {plm} | R Documentation |
Test of individuals 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,data=NULL, ...) ## S3 method for class 'plms': pFtest(x,...)
x |
an object of class "plms" or "plm" |
z |
an object of class "plm" |
data |
the name of the data |
... |
further arguments |
The argument of this function is whether a plms model or two
plm models, the first being a within model, the second a pooling
model. The effects tested are whether individual, time or both effects
depending of the effects introduced in the model.
An object of class "htest".
plmtest for Lagrange multipliers tests of individuals
and/or time effects.
library(Ecdat) data(Grunfeld) Grunfeld <-pdata.frame(Grunfeld,firm,year) gi <- plm(inv ~ value + capital, data=Grunfeld) gt <- plm(inv ~ value + capital, data=Grunfeld,method="temp") gd <- plm(inv ~ value + capital, data=Grunfeld,methid="double") pFtest(gi) pFtest(gi$within,gi$pooling) pFtest(gt) pFtest(gd)