plm (version 2.6-6)

pooltest: Test of Poolability

Description

A Chow test for the poolability of the data.

Usage

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

Value

An object of class "htest".

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,

Author

Yves Croissant

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.

Examples

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")