Baltagi, Song and Koh LM test for spatial panels
Baltagi, Song and Koh marginal or conditional LM test for spatial error correlation or random effects in panel models
bsktest(x,...)
## S3 method for class 'formula'
bsktest(x, data, index=NULL, listw,
test=c("LMH","LM1","LM2","CLMlambda","CLMmu"),
standardize=FALSE, method = "eigen", ...)x |
a |
data |
a |
index |
either NULL (default) or a character vector to identify the indexes among the columns of the |
listw |
a |
test |
one of |
standardize |
whether to standardize the test statistic or not (applies only to LM1 and LM2) |
method |
select a method for ML in "CLMmu". the default is "eigen" |
... |
additional arguments to be passed |
an object of class htest
Gianfranco Piras
Baltagi, B.H., Song, S.H. and Koh, W. (2003) Testing panel data regression models with spatial error correlation. Journal of Econometrics, 117, 123–150.
Millo, G., Piras, G. (2012) splm: Spatial Panel Data Models in R. Journal of Statistical Software, 47(1), 1–38. URL http://www.jstatsoft.org/v47/i01/.
sphtest
data(Produc, package="plm") data(usaww) fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp bsktest(fm,data=Produc, listw = mat2listw(usaww), test="LM1")
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.