Description Usage Arguments Details Value Author(s) Examples
A Chow test for the poolability of the data.
1 2 3 4 5 6 7 |
x |
an object of class |
... |
further arguments passed to plm. |
z |
an object of class |
data |
a |
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")
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