piest | R Documentation |
General estimator useful for testing the within specification
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,
digits = max(3, getOption("digits") - 2),
width = getOption("width"),
subset = NULL,
...
)
formula |
a symbolic description for the model to be estimated, |
data |
a |
subset |
see |
na.action |
see |
index |
the indexes, |
robust |
logical, if |
... |
further arguments. |
object , x |
an object of class |
digits |
number of digits for printed output, |
width |
the maximum length of the lines in the printed output, |
The Chamberlain method consists in using the covariates of all the periods as regressors. It allows to test the within specification.
An object of class "piest"
.
Yves Croissant
CHAM:82plm
aneweytest()
data("RiceFarms", package = "plm")
pirice <- piest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")
summary(pirice)
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