pooltest: Test of Poolability

Description Usage Arguments Details Value Author(s) Examples

View source: R/ptest.R

Description

A Chow test for the poolability of the data.

Usage

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pooltest(x, ...)
## S3 method for class 'plm'
pooltest(x, z, ...)
## S3 method for class 'formula'
pooltest(x, data, ...)

Arguments

x

an object of class "plm" for the plm method; an object of class "formula" for the formula interface,

z

an object of class "pvcm" obtained with model="within",

data

a data.frame,

...

further arguments passed to plm.

Details

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.

Value

An object of class "htest".

Author(s)

Yves Croissant

Examples

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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")

Example output

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.