1% Generated by roxygen2: do not edit by hand 2% Please edit documentation in R/test_serial.R 3\name{pbltest} 4\alias{pbltest} 5\alias{pbltest.formula} 6\alias{pbltest.plm} 7\title{Baltagi and Li Serial Dependence Test For Random Effects Models} 8\usage{ 9pbltest(x, ...) 10 11\method{pbltest}{formula}(x, data, alternative = c("twosided", "onesided"), index = NULL, ...) 12 13\method{pbltest}{plm}(x, alternative = c("twosided", "onesided"), ...) 14} 15\arguments{ 16\item{x}{a model formula or an estimated random--effects model of 17class \code{plm} ,} 18 19\item{\dots}{further arguments.} 20 21\item{data}{for the formula interface only: a \code{data.frame},} 22 23\item{alternative}{one of \code{"twosided"}, 24\code{"onesided"}. Selects either \eqn{H_A: \rho \neq 0} or 25\eqn{H_A: \rho = 0} (i.e., the Normal or the Chi-squared 26version of the test),} 27 28\item{index}{the index of the \code{data.frame},} 29} 30\value{ 31An object of class \code{"htest"}. 32} 33\description{ 34\insertCite{BALT:LI:95;textual}{plm}'s Lagrange multiplier test for 35AR(1) or MA(1) idiosyncratic errors in panel models with random 36effects. 37} 38\details{ 39This is a Lagrange multiplier test for the null of no serial 40correlation, against the alternative of either an AR(1) or a MA(1) 41process, in the idiosyncratic component of the error term in a 42random effects panel model (as the analytical expression of the 43test turns out to be the same under both alternatives, 44\insertCite{@see @BALT:LI:95 and @BALT:LI:97}{plm}. The 45\code{alternative} argument, defaulting to \code{twosided}, allows testing 46for positive serial correlation only, if set to \code{onesided}. 47} 48\examples{ 49 50data("Grunfeld", package = "plm") 51 52# formula interface 53pbltest(inv ~ value + capital, data = Grunfeld) 54 55# plm interface 56re_mod <- plm(inv ~ value + capital, data = Grunfeld, model = "random") 57pbltest(re_mod) 58pbltest(re_mod, alternative = "onesided") 59 60} 61\references{ 62\insertRef{BALT:LI:95}{plm} 63 64\insertRef{BALT:LI:97}{plm} 65} 66\seealso{ 67\code{\link[=pdwtest]{pdwtest()}}, \code{\link[=pbnftest]{pbnftest()}}, \code{\link[=pbgtest]{pbgtest()}}, 68\code{\link[=pbsytest]{pbsytest()}}, \code{\link[=pwartest]{pwartest()}} and 69\code{\link[=pwfdtest]{pwfdtest()}} for other serial correlation tests for 70panel models. 71} 72\author{ 73Giovanni Millo 74} 75\keyword{htest} 76