pFtest

0th

Percentile

F Test for Individual and/or Time Effects

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

Keywords
htest
Usage
pFtest(x, ...)

# S3 method for formula pFtest(x, data, ...)

# S3 method for plm pFtest(x, z, ...)

Arguments
x

an object of class "plm" or of class "formula",

further arguments.

data

a data.frame,

z

an object of class "plm",

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 within model.

Value

An object of class "htest".

See Also

plmtest() for Lagrange multiplier tests of individuals and/or time effects.

Aliases
  • pFtest
  • pFtest.formula
  • pFtest.plm
Examples
# NOT RUN {
data("Grunfeld", package="plm")
gp <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling")
gi <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "individual", model = "within")
gt <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "time", model = "within")
gd <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "twoways", model = "within")
pFtest(gi, gp)
pFtest(gt, gp)
pFtest(gd, gp)
pFtest(inv ~ value + capital, data = Grunfeld, effect = "twoways")

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

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