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/.