# pFtest

From plm v2.2-5
by Yves Croissant

##### 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.

##### 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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