Description Usage Arguments Details Value Author(s) Examples

A Chow test for the poolability of the data.

1 2 3 4 5 |

`x` |
an object of class |

`z` |
an object of class |

`data` |
a |

`...` |
further arguments passed to plm. |

`pooltest`

is a *F* test of stability (or Chow test) for the coefficients of a panel model. For argument `x`

, the estimated `plm`

object should be a `"pooling"`

model or a `"within"`

model (the default); intercepts are assumed to be identical in the first case and different in the second case.

An object of class `"htest"`

.

Yves Croissant

1 2 3 4 5 6 7 8 9 10 | ```
data("Gasoline", package = "plm")
form <- lgaspcar ~ lincomep + lrpmg + lcarpcap
gasw <- plm(form, data = Gasoline, model = "within")
gasp <- plm(form, data = Gasoline, model = "pooling")
gasnp <- pvcm(form, data = Gasoline, model = "within")
pooltest(gasw, gasnp)
pooltest(gasp, gasnp)
pooltest(form, data = Gasoline, effect = "individual", model = "within")
pooltest(form, data = Gasoline, effect = "individual", model = "pooling")
``` |

```
Loading required package: Formula
F statistic
data: form
F = 27.335, df1 = 51, df2 = 270, p-value < 2.2e-16
alternative hypothesis: unstability
F statistic
data: form
F = 129.32, df1 = 68, df2 = 270, p-value < 2.2e-16
alternative hypothesis: unstability
F statistic
data: form
F = 27.335, df1 = 51, df2 = 270, p-value < 2.2e-16
alternative hypothesis: unstability
F statistic
data: form
F = 129.32, df1 = 68, df2 = 270, p-value < 2.2e-16
alternative hypothesis: unstability
```

plm documentation built on March 18, 2018, 1:10 p.m.

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