pFtest {plm} | R Documentation |
F Test for Individual and/or Time Effects
Description
Test of individual and/or time effects based on the comparison of the
within
and the pooling
model.
Usage
pFtest(x, ...)
## S3 method for class 'formula'
pFtest(x, data, ...)
## S3 method for class 'plm'
pFtest(x, z, ...)
Arguments
x |
an object of class |
... |
further arguments. |
data |
a |
z |
an object of class |
Details
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 within model.
Value
An object of class "htest"
.
Author(s)
Yves Croissant
See Also
plmtest()
for Lagrange multiplier tests of individuals
and/or time effects.
Examples
data("Grunfeld", package="plm")
gp <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling")
gi <- plm(inv ~ value + capital, data = Grunfeld,
effect = "individual", model = "within")
gt <- plm(inv ~ value + capital, data = Grunfeld,
effect = "time", model = "within")
gd <- plm(inv ~ value + capital, data = Grunfeld,
effect = "twoways", model = "within")
pFtest(gi, gp)
pFtest(gt, gp)
pFtest(gd, gp)
pFtest(inv ~ value + capital, data = Grunfeld, effect = "twoways")
[Package plm version 2.6-4 Index]