plm (version 2.6-4)

pFtest: F Test for Individual and/or Time Effects

Description

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

Usage

pFtest(x, ...)
# S3 method for formula
pFtest(x, data, ...)
# S3 method for plm
pFtest(x, z, ...)

Value

An object of class "htest".

Arguments

x

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

...

further arguments.

data

a data.frame,

z

an object of class "plm",

Author

Yves Croissant

Details

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

See Also

plmtest() for Lagrange multiplier tests of individuals and/or time effects.

Examples

data("Grunfeld", package="plm")
gp <- plm(inv ~ value + capital, data = Grunfeld, model = "pooling")
gi <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "individual", model = "within")
gt <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "time", model = "within")
gd <- plm(inv ~ value + capital, data = Grunfeld,
          effect = "twoways", model = "within")
pFtest(gi, gp)
pFtest(gt, gp)
pFtest(gd, gp)
pFtest(inv ~ value + capital, data = Grunfeld, effect = "twoways")