plm (version 0.1-1)

pooltest: Test of poolability

Description

A Chow test for the poolability of the data.

Usage

pooltest(plms,nopool=NULL,effect=FALSE)

Arguments

plms

an object of class "plms",

nopool

an object of class "nopool" (if the plms object does not contain any "nopool" model,

effect

If TRUE the nopool model is compared to the within model, if FALSE to the pooling model.

Value

• An object of class "htest".

Details

pooltest is a classical F test of stability (or Chow test) for the coefficients of a panel model.

Examples

library(Ecdat)
data(Gasoline)
Gasoline <- pdata.frame(Gasoline,country,year)
form <- lgaspcar~lincomep+lrpmg+lcarpcap
gas <-  plm(form,data=Gasoline,np=TRUE)
pooltest(gas)
pooltest(gas,effect=TRUE)