| pFtest {plm} | R Documentation |
Test of individual 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, ...) ## S3 method for class 'formula': pFtest(x, data, effect = "individual", index = NULL, ...)
x |
an object of class "plm" or of class "formula", |
z |
an object of class "plm", |
effect |
the effects introduced in the model, one of "individual", "time" or "twoways", |
data |
a data.frame, |
index |
the index of the data.frame, |
... |
further arguments. |
For the plm method, the argument of this function is two
plm objects, the first being a within model, the second a
pooling model. The effects tested are either individual, time or
twoways, 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.
data("Grunfeld", package="Ecdat")
gi <- plm(inv ~ value + capital, data=Grunfeld, model="pooling")
gt <- plm(inv ~ value + capital, data=Grunfeld, effect="time",model="within")
gd <- plm(inv ~ value + capital, data=Grunfeld, effect="twoways", model="within")
pFtest(gt,gi)
pFtest(gd,gi)
pFtest(inv~value+capital, data=Grunfeld, effect="twoways")