F Test for Individual and/or Time Effects
Test of individual and/or time effects based on the comparison of the
within and the pooling model.
pFtest(x, ...) ## S3 method for class 'formula' pFtest(x, data, ...) ## S3 method for class 'plm' pFtest(x, z, ...)
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.
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")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.