aneweytest

0th

Percentile

Angrist and Newey's version of Chamberlain test for fixed effects

Angrist and Newey's version of the Chamberlain test

Keywords
htest
Usage
aneweytest(formula, data, subset, na.action, index = NULL, ...)
Arguments
formula

a symbolic description for the model to be estimated,

data

a data.frame,

subset

see lm(),

na.action

see lm(),

index

the indexes,

further arguments.

Details

Angrist and Newey's test is based on the results of the artifactual regression of the within residuals on the covariates for all the periods.

Value

An object of class "htest".

References

ANGR:NEWE:91plm

See Also

piest() for Chamberlain's test

Aliases
  • aneweytest
Examples
# NOT RUN {
data("RiceFarms", package = "plm")
aneweytest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")

# }
Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)

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