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

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/est_pi.R

Description

Angrist and Newey's version of the Chamberlain test

Usage

1

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

1
2
data("RiceFarms", package = "plm")
aneweytest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")

plm documentation built on March 3, 2021, 1:12 a.m.