piest {plm} | R Documentation |
General estimator usefull for testing the within specification
piest(formula, data, subset, na.action, index = NULL, robust = TRUE, ...) ## S3 method for class 'piest' summary(object, ...) ## S3 method for class 'summary.piest' print(x, ...)
formula |
a symbolic description for the model to be estimated, |
object,x |
an object of class |
data |
a |
subset |
see |
na.action |
see |
index |
the indexes, |
robust |
if |
... |
further arguments. |
The Chamberlain method consists on using the covariates of all the periods as regressors. It unables to test the within specification.
An object of class "piest"
.
Yves Croissant
Chamberlain, G. (1982) Multivariate regression for panel data, Journal of Econometrics, 18, pp. 5–46.
data("RiceFarms", package = "plm") pirice <- piest(log(goutput) ~ log(seed) + log(totlabor) + log(size), RiceFarms, index = "id") summary(pirice)