pooltest

0th

Percentile

Test of Poolability

A Chow test for the poolability of the data.

Keywords
htest
Usage
pooltest(x, ...)

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

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

Arguments
x

an object of class "plm" for the plm method; an object of class "formula" for the formula interface,

further arguments passed to plm.

z

an object of class "pvcm" obtained with model="within",

data

a data.frame,

Details

pooltest is a F test of stability (or Chow test) for the coefficients of a panel model. For argument x, the estimated plm object should be a "pooling" model or a "within" model (the default); intercepts are assumed to be identical in the first case and different in the second case.

Value

An object of class "htest".

Aliases
  • pooltest
  • pooltest.plm
  • pooltest.formula
Examples
# NOT RUN {
data("Gasoline", package = "plm")
form <- lgaspcar ~ lincomep + lrpmg + lcarpcap
gasw <- plm(form, data = Gasoline, model = "within")
gasp <- plm(form, data = Gasoline, model = "pooling")
gasnp <- pvcm(form, data = Gasoline, model = "within")
pooltest(gasw, gasnp)
pooltest(gasp, gasnp)

pooltest(form, data = Gasoline, effect = "individual", model = "within")
pooltest(form, data = Gasoline, effect = "individual", model = "pooling")

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

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