| phtest {plm} | R Documentation |
Specification test for panel models.
phtest(x, ...) ## S3 method for class 'panelmodel': phtest(x,x2,data=NULL, ...) ## S3 method for class 'plms': phtest(x,...)
x |
an object of class "plms" or "panelmodel", |
x2 |
an object of class "panelmodel", |
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".
Yves Croissant
Hausman, J.A. (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)