Test of Poolability
A Chow test for the poolability of the data.
pooltest(x, ...) ## S3 method for class 'plm' pooltest(x, z, ...) ## S3 method for class 'formula' pooltest(x, data, ...)
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
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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