| pooltest {plm} | R Documentation |
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 |
z |
an object of class |
data |
a |
... |
further arguments passed to plm. |
pooltest is an F test of stability (or Chow test) for the coefficients of a panel model. 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")