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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/est_pi.R
\name{piest}
\alias{piest}
\alias{print.piest}
\alias{summary.piest}
\alias{print.summary.piest}
\title{Chamberlain estimator and test for fixed effects}
\usage{
piest(formula, data, subset, na.action, index = NULL, robust = TRUE, ...)
\method{print}{piest}(x, ...)
\method{summary}{piest}(object, ...)
\method{print}{summary.piest}(
x,
digits = max(3, getOption("digits") - 2),
width = getOption("width"),
subset = NULL,
...
)
}
\arguments{
\item{formula}{a symbolic description for the model to be estimated,}
\item{data}{a \code{data.frame},}
\item{subset}{see \code{\link[=lm]{lm()}},}
\item{na.action}{see \code{\link[=lm]{lm()}},}
\item{index}{the indexes,}
\item{robust}{logical, if \code{FALSE}, the error is assumed to be spherical,
if \code{TRUE}, a robust estimation of the covariance matrix is computed,}
\item{\dots}{further arguments.}
\item{object, x}{an object of class \code{"piest"} and of class \code{"summary.piest"}
for the print method of summary for piest objects,}
\item{digits}{number of digits for printed output,}
\item{width}{the maximum length of the lines in the printed output,}
}
\value{
An object of class \code{"piest"}.
}
\description{
General estimator useful for testing the within specification
}
\details{
The Chamberlain method consists in using the covariates of all the
periods as regressors. It allows to test the within specification.
}
\examples{
data("RiceFarms", package = "plm")
pirice <- piest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id")
summary(pirice)
}
\references{
\insertRef{CHAM:82}{plm}
}
\seealso{
\code{\link[=aneweytest]{aneweytest()}}
}
\author{
Yves Croissant
}
\keyword{htest}
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