htest_pglm: Specification test for panel glm models

In pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

Specification test for panel glm models

Description

This function performs Hausman specification test for panel glm.

Usage

htest_pglm(RE, FE, re.method)

Arguments

RE	Random effect objects. Support pglm, glmer, glmmTMB
FE	Fixed effect objects.
re.method	Method that used to estimate the random effect estimation, in addition to "pglm", it also supports "glmmTMB" of package glmmTMB, and "glmer" of package lme4.

Author(s)

Ho Tsung-wu <[e-mail]>, modifed from phtest() of plm

References

Hausman J.A. (1978). Specification Tests in Econometrics. Econometrica, 46, 1251-1271.

Examples

data(ship)
library(pglm)
Eq1="accident  ~  op_75_79+co_65_69+co_70_74+co_75_79"
FE.pois <- pglm(Eq1,data=ship,family = "poisson",model = "within",index = 'ship',R=10)

RE.pois <- pglm::pglm(Eq1,data=ship,family = "poisson", model = "random", index = 'ship')

## Hausman test
htest_pglm(RE=RE.pois,  FE=FE.pois, re.method="pglm")

Eq2=accident  ~  op_75_79+co_65_69+co_70_74+co_75_79 + (1 | ship)
re.glmmTMB=glmmTMB::glmmTMB(Eq2,data=ship, family="poisson")

## Hausman test
htest_pglm(RE=re.glmmTMB,  FE=FE.pois, re.method="glmmTMB")

pdR documentation built on Sept. 11, 2024, 9:08 p.m.