piest

0th

Percentile

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

aneweytest()

Aliases
  • piest
  • print.piest
  • summary.piest
  • print.summary.piest
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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