plm (version 0.2-2)

pooltest: Test of poolability

Description

A Chow test for the poolability of the data.

Usage

pooltest(x,...)
## S3 method for class 'plms':
pooltest(x,nopool,effect=FALSE,...)
## S3 method for class 'plm':
pooltest(x,nopool,...)

Arguments

x

an object of class "plms" or "plm",

nopool

an object of class "pvcm" obtained with effect="within",

effect

if x is a plms and effect=TRUE the nopool model is compared to the within model, if FALSE to the pooling model.

...

further arguments.

Value

• An object of class "htest".

Details

pooltest is a 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)
gasnp <-  pvcm(form,data=Gasoline,model="within")
pooltest(gas,gasnp)
pooltest(gas,gasnp,effect=TRUE)