Description Usage Arguments Details Value Author(s) See Also Examples
Test of individual and/or time effects based on the comparison of the
within
and the pooling
model.
1 2 3 4 5 6 7 |
x |
an object of class |
... |
further arguments. |
data |
a |
z |
an object of class |
For the plm
method, the argument of this function is two plm
objects, the first being a within model, the second a pooling
model. The effects tested are either individual, time or twoways,
depending on the effects introduced in the within model.
An object of class "htest"
.
Yves Croissant
plmtest()
for Lagrange multiplier tests of individuals
and/or time effects.
1 2 3 4 5 6 7 8 9 10 11 12 | data("Grunfeld", package="plm")
gp <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling")
gi <- plm(inv ~ value + capital, data = Grunfeld,
effect = "individual", model = "within")
gt <- plm(inv ~ value + capital, data = Grunfeld,
effect = "time", model = "within")
gd <- plm(inv ~ value + capital, data = Grunfeld,
effect = "twoways", model = "within")
pFtest(gi, gp)
pFtest(gt, gp)
pFtest(gd, gp)
pFtest(inv ~ value + capital, data = Grunfeld, effect = "twoways")
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