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A Chow test for the poolability of the data.
pooltest(x, ...)# S3 method for plm
pooltest(x, z, ...)
# S3 method for formula
pooltest(x, data, ...)
An object of class "htest".
an object of class "plm" for the plm method; an object of
class "formula" for the formula interface,
further arguments passed to plm.
an object of class "pvcm" obtained with
model="within",
a data.frame,
Yves Croissant
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.
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")
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