aneweytest: Angrist and Newey's version of Chamberlain test for fixed...

In plm: Linear Models for Panel Data

Angrist and Newey's version of Chamberlain test for fixed effects

Description

Angrist and Newey's version of the Chamberlain test

Usage

aneweytest(formula, data, subset, na.action, index = NULL, ...)

Arguments

formula	a symbolic description for the model to be estimated,
data	a data.frame,
subset	see lm(),
na.action	see lm(),
index	the indexes,
...	further arguments.

Details

Angrist and Newey's test is based on the results of the artifactual regression of the within residuals on the covariates for all the periods.

Value

An object of class "htest".

Author(s)

Yves Croissant

References

\insertRef

ANGR:NEWE:91plm

See Also

piest() for Chamberlain's test

Examples

data("RiceFarms", package = "plm")
aneweytest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")

plm documentation built on June 22, 2024, 6:54 p.m.