sphtest function

Hausman test for spatial panel data models

Hausman test for spatial panel data models

Hausman specification test for spatial panel data models

sphtest(x, ...) ## S3 method for class 'formula' sphtest(x, data, index = NULL, listw, spatial.model = c("lag", "error", "sarar"), method = c("ML", "GM"), errors = c("KKP", "BSK"),...) ## S3 method for class 'splm' sphtest(x, x2, ...)

Arguments

  • x: an object of class formula or splm
  • x2: an object of class splm
  • data: an object of class data.frame or pdata.frame. An optional data frame containing the variables in the model. When the obect is a data.frame, the first two columns may contain the indexes. See index
  • index: if not NULL (default), a character vector to identify the indexes among the columns of the data.frame
  • listw: an object of class listw created for example by spdep::nb2listw
  • spatial.model: one of c("lag","error","sarar"), the model to be estimated (only lag, only error, both lag and error dependence)
  • method: one of c("ML","GM")
  • errors: one of c("BSK","KPP"). When method is "ML" defines the specification of the innovations
  • ...: additional arguments to be passed

Returns

an object of class htest

References

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

spgm

Examples

data(Produc, package="plm") data(usaww) fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp test1<-sphtest(fm,data=Produc, listw = spdep::mat2listw(usaww), spatial.model = "error", method="GM") test1 mod1<- spgm(fm, data=Produc, listw = usaww, model = "random", spatial.error = TRUE, moments="fullweights") mod2<- spgm(fm, data=Produc, listw = usaww, model = "within", spatial.error = TRUE) test2<-sphtest(mod1, mod2) test2
  • Maintainer: Giovanni Millo
  • License: GPL-2
  • Last published: 2023-12-20

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