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within
and the pooling
model.pFtest(x, ...)
## S3 method for class 'plm':
pFtest(x, z, ...)
## S3 method for class 'formula':
pFtest(x, data, effect = "individual", index = NULL, ...)
"plm"
or of class "formula"
,"plm"
,"individual"
, "time"
or "twoways"
,data.frame
,data.frame
,"htest"
.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.plmtest
for Lagrange multipliers tests of individuals
and/or time effects.data("Grunfeld", package="Ecdat")
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")
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