File: pooltest.Rd

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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/test_general.R
\name{pooltest}
\alias{pooltest}
\alias{pooltest.plm}
\alias{pooltest.formula}
\title{Test of Poolability}
\usage{
pooltest(x, ...)

\method{pooltest}{plm}(x, z, ...)

\method{pooltest}{formula}(x, data, ...)
}
\arguments{
\item{x}{an object of class \code{"plm"} for the plm method; an object of
class \code{"formula"} for the formula interface,}

\item{\dots}{further arguments passed to plm.}

\item{z}{an object of class \code{"pvcm"} obtained with
\code{model="within"},}

\item{data}{a \code{data.frame},}
}
\value{
An object of class \code{"htest"}.
}
\description{
A Chow test for the poolability of the data.
}
\details{
\code{pooltest} is a \emph{F} test of stability (or Chow test) for the
coefficients of a panel model. For argument \code{x}, the estimated
\code{plm} object should be a \code{"pooling"} model or a \code{"within"} model
(the default); intercepts are assumed to be identical in the first
case and different in the second case.
}
\examples{

data("Gasoline", package = "plm")
form <- lgaspcar ~ lincomep + lrpmg + lcarpcap
gasw <- plm(form, data = Gasoline, model = "within")
gasp <- plm(form, data = Gasoline, model = "pooling")
gasnp <- pvcm(form, data = Gasoline, model = "within")
pooltest(gasw, gasnp)
pooltest(gasp, gasnp)

pooltest(form, data = Gasoline, effect = "individual", model = "within")
pooltest(form, data = Gasoline, effect = "individual", model = "pooling")

}
\author{
Yves Croissant
}
\keyword{htest}