plm (version 0.1-1)

phtest: Hausman's test for panel models

Description

Test of consistency for panel models

Usage

phtest(x, ...)
## S3 method for class 'plm':
phtest(x,x2,data=NULL, ...)
## S3 method for class 'plms':
phtest(x,...)

Arguments

x

an object of class "plms" or "plm"

x2

an object of class "plm"

data

the name of the data

...

further arguments

Value

• An object of class "htest".

Details

The Hausman test is based on the difference of the vectors of coefficients of two different models. If the argument of phtest is an object of class plms, the Hausman test compares the within and the random effects model.

References

Hausman, G. (1978), Specification tests in econometrics, Econometrica, 46, pp.1251--1271.

Examples

library(Ecdat)
data(Gasoline)
Gasoline <- pdata.frame(Gasoline,country,year)
form <- lgaspcar~lincomep+lrpmg+lcarpcap
gas <-  plm(form,data=Gasoline)
phtest(gas)
phtest(gas$between, gas$random)