plm (version 0.1-2)

pFtest: F test for effects

Description

Test of individuals and/or time effects based on the comparison of the within and the pooling model.

Usage

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

Arguments

x

an object of class "plms" or "plm"

z

an object of class "plm"

data

...

further arguments

Value

• An object of class "htest".

Details

The argument of this function is whether a plms object or two plm objects, the first being a within model, the second a pooling model. The effects tested are whether individual, time or twoways effects depending on the effects introduced in the model.

See Also

plmtest for Lagrange multipliers tests of individuals and/or time effects.

Examples

library(Ecdat)
data(Grunfeld)
Grunfeld <-pdata.frame(Grunfeld,"firm","year")
gi <- plm(inv ~ value + capital, data=Grunfeld)
gt <- plm(inv ~ value + capital, data=Grunfeld,effect="time")
gd <- plm(inv ~ value + capital, data=Grunfeld,effect="twoways")
pFtest(gi)
pFtest(gi$within,gi$pooling)
pFtest(gt)
pFtest(gd)