bsktest function

Baltagi, Song and Koh LM test for spatial panels

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", ...)

Arguments

  • x: a formula
  • data: a data.frame or pdata.frame containing the variables in the model
  • index: either NULL (default) or a character vector to identify the indexes among the columns of the data.frame
  • listw: a listw representing the spatial structure
  • test: one of c("LMH","LM1","LM2","CLMlambda","CLMmu"), the test to be performed
  • 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

Returns

an object of class htest

References

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/.

Author(s)

Gianfranco Piras

See Also

sphtest

Examples

data(Produc, package="plm") data(usaww) fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp bsktest(fm,data=Produc, listw = spdep::mat2listw(usaww), test="LM1")
  • Maintainer: Giovanni Millo
  • License: GPL-2
  • Last published: 2023-12-20

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