# piest

From plm v2.2-5
by Yves Croissant

##### Chamberlain estimator and test for fixed effects

General estimator useful for testing the within specification

- Keywords
- htest

##### Usage

`piest(formula, data, subset, na.action, index = NULL, robust = TRUE, ...)`# S3 method for piest
print(x, ...)

# S3 method for piest
summary(object, ...)

# S3 method for summary.piest
print(x, ...)

##### 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,

- robust
if

`FALSE`

, the error as assumed to be spherical, otherwise, a robust estimation of the covariance matrix is computed,- …
further arguments.

- object, x
an object of class

`"plm"`

,

##### Details

The Chamberlain method consists on using the covariates of all the periods as regressors. It allows to test the within specification.

##### Value

An object of class `"piest"`

.

##### References

CHAM:82plm

##### See Also

##### Examples

```
# NOT RUN {
data("RiceFarms", package = "plm")
pirice <- piest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")
summary(pirice)
# }
```

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

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