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Angrist and Newey's version of the Chamberlain test
aneweytest(formula, data, subset, na.action, index = NULL, ...)
An object of class "htest".
"htest"
a symbolic description for the model to be estimated,
a data.frame,
data.frame
see lm(),
lm()
the indexes,
further arguments.
Yves Croissant
Angrist and Newey's test is based on the results of the artifactual regression of the within residuals on the covariates for all the periods.
ANGR:NEWE:91plm
piest() for Chamberlain's test
piest()
data("RiceFarms", package = "plm") aneweytest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")
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