F Test for Individual and/or Time Effects

Description

Test of individual and/or time effects based on the comparison of the within and the pooling model.

Usage

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

Arguments

Details

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 model.

Value

An object of class "htest".

Author(s)

Yves Croissant

See Also

plmtest for Lagrange multipliers tests of individuals and/or time effects.

Examples

data("Grunfeld", package="plm")
gi <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling")
gt <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "time", model = "within")
gd <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "twoways", model = "within")
pFtest(gt, gi)
pFtest(gd, gi)
pFtest(inv ~ value + capital, data = Grunfeld, effect = "twoways")