piest: Chamberlain estimator and test for fixed effects

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

View source: R/est_pi.R

Description

General estimator useful for testing the within specification

Usage

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piest(formula, data, subset, na.action, index = NULL, robust = TRUE, ...)

## S3 method for class 'piest'
print(x, ...)

## S3 method for class 'piest'
summary(object, ...)

## S3 method for class 'summary.piest'
print(x, ...)

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,

robust

if FALSE, the error as assumed to be spherical, otherwise, a robust estimation of the covariance matrix is computed,

...

further arguments.

object, x

an object of class "plm",

Details

The Chamberlain method consists on using the covariates of all the periods as regressors. It allows to test the within specification.

Value

An object of class "piest".

Author(s)

Yves Croissant

References

\insertRef

CHAM:82plm

See Also

aneweytest()

Examples

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data("RiceFarms", package = "plm")
pirice <- piest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")
summary(pirice)

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