piest: Chamberlain estimator and test for fixed effects

In ycroissant/plm: Linear Models for Panel Data

Chamberlain estimator and test for fixed effects

Description

General estimator useful for testing the within specification

Usage

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,
  ...
)

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	logical, if FALSE, the error is assumed to be spherical, if TRUE, a robust estimation of the covariance matrix is computed,
...	further arguments.
object, x	an object of class "piest" and of class "summary.piest" for the print method of summary for piest objects,
digits	number of digits for printed output,
width	the maximum length of the lines in the printed output,

Details

The Chamberlain method consists in 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

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

ycroissant/plm documentation built on July 8, 2024, 3:59 a.m.