> ###面板数据回归模型(模型估计，参数检验)####变截距模型
> library(plm)
> library(foreign)
> exam
Error in file(file, "rt") : cannot open the connection
In addition: Warning message:
In file(file, "rt") :
cannot open file 'D:/R2.10/exam.txt': No such file or directory
> list(exam)
Error: object 'exam' not found
> head(exam)
Error in head(exam) : object 'exam' not found
> E
Error in inherits(x, "pdata.frame") : object 'exam' not found
> head(E)
Error in head(E) : object 'E' not found
> pest
Error in inherits(data, "pdata.frame") : object 'E' not found
> summary(pest)
Error in summary(pest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'pest' not found
>
> ifest
Error in inherits(data, "pdata.frame") : object 'E' not found
> summary(ifest)
Error in summary(ifest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'ifest' not found
> fixef(ifest) ##固定效应模型个体效应截距
Error in fixef(ifest) : object 'ifest' not found
> summary(fixef(ifest))
Error in summary(fixef(ifest)) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error in fixef(ifest) : object 'ifest' not found
>
> tfest
Error in inherits(data, "pdata.frame") : object 'E' not found
> summary(tfest)
Error in summary(tfest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'tfest' not found
> fixef(tfest) ##固定效应模型时间效应截距
Error in fixef(tfest) : object 'tfest' not found
>
> itfest
Error in inherits(data, "pdata.frame") : object 'E' not found
> summary(itfest)
Error in summary(itfest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'itfest' not found
> fixef(itfest,effect=c("time"))
Error in fixef(itfest, effect = c("time")) : object 'itfest' not found
> fixef(itfest,effect=c("individual"))
Error in fixef(itfest, effect = c("individual")) :
object 'itfest' not found
>
> pmodel.response(ifest) ##计算相应变量的值
Error in pmodel.response(ifest) : object 'ifest' not found
>
> irest
Error in inherits(data, "pdata.frame") : object 'exam' not found
> summary(irest)
Error in summary(irest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'irest' not found
>
> trest
Error in inherits(data, "pdata.frame") : object 'exam' not found
> summary(trest)
Error in summary(trest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'trest' not found
>
> itrest
Error in inherits(data, "pdata.frame") : object 'exam' not found
> summary(itrest)
Error in summary(itrest) :
error in evaluating the argument 'object' in selecting a method for function 'summary': Error: object 'itrest' not found
>
> phtest(itfest,itrest) ##hausman检验 零假设为个体效应和解释变量不相关，固定效应和随机效应都是一致的，但是随机效应更有效
Error in phtest(itfest, itrest) : object 'itfest' not found
>
> pooltest(pest,itfest) ##chow邹至庄检验 零假设为固定效应模型和混合回归模型无差别，也可用于变系数模型和混合回归模型的检验
Error in pooltest(pest, itfest) : object 'pest' not found
> pooltest(pest,ifest) ##chow邹至庄检验 零假设为固定效应模型和混合回归模型无差别，也可用于变系数模型和混合回归模型的检验
Error in pooltest(pest, ifest) : object 'pest' not found
> pooltest(pest,tfest) ##chow邹至庄检验 零假设为固定效应模型和混合回归模型无差别，也可用于变系数模型和混合回归模型的检验
Error in pooltest(pest, tfest) : object 'pest' not found
>
> plmtest(pest)
Error in plmtest(pest) : object 'pest' not found
> plmtest(pest,effect="time")
Error in plmtest(pest, effect = "time") : object 'pest' not found
> plmtest(pest,effect="individual")
Error in plmtest(pest, effect = "individual") : object 'pest' not found
> plmtest(pest,effect="twoways",type="bp") ##lagrange multiplier test 如果type="bp"则为bp检验，后面还可以加honda,ghm,kw都是用于检验混合回归模型对随机影响面板数据模型，零假设为可以使用混合回归模型估计
Error in plmtest(pest, effect = "twoways", type = "bp") :
object 'pest' not found
>
> plmtest(pest,effect=c("individual"),model=c("random"))
Error in plmtest(pest, effect = c("individual"), model = c("random")) :
object 'pest' not found
>
> pFtest(pest,itfest) ##检验混合回归模型对个体效应模型，零假设为混合回归模型
Error in pFtest(pest, itfest) : object 'pest' not found
>
> pwtest(pest) ##axdlr半参数检验，主要用于检验不可观测因素的影响，零假设为不存在不可观测因素(依赖较大的N渐进性)或者组内不存在相关性，它在存在误差异方差和偏离正态性的时候有效
Error in pwtest(pest) : object 'pest' not found
>
> pbltest(cp~ip,data=exam)
Error in terms.formula(object, data = data) : object 'exam' not found
> pbgtest(irest)
Error in pbgtest(irest) : object 'irest' not found
>
> ###面板数据回归模型(模型估计，参数检验)####变系数模型
>