Description Usage Arguments Details Value Author(s) References See Also Examples
Angrist and Newey's version of the Chamberlain test
1 |
formula |
a symbolic description for the model to be estimated, |
data |
a |
subset |
see |
na.action |
see |
index |
the indexes, |
... |
further arguments. |
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.
An object of class "htest"
.
Yves Croissant
ANGR:NEWE:91plm
piest()
for Chamberlain's test
1 2 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.