| 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 |
data, |
... |
further arguments. |
The argument of this function is whether a plms object or two
plm objects, the first being a within model, the second a pooling
model. The effects tested are whether individual, time or twoways effects
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.
library(Ecdat) data(Grunfeld) Grunfeld <-pdata.frame(Grunfeld,"firm","year") gi <- plm(inv ~ value + capital, data=Grunfeld) gt <- plm(inv ~ value + capital, data=Grunfeld,effect="time") gd <- plm(inv ~ value + capital, data=Grunfeld,effect="twoways") pFtest(gi) pFtest(gi$within,gi$pooling) pFtest(gt) pFtest(gd)