bsjktest: Baltagi, Song, Jung and Koh LM test for spatial panels

Description Usage Arguments Value Author(s) References See Also Examples

Description

Baltagi, Song, Jung and Koh joint or conditional LM test for spatial error correlation or serial correlation sub spatial, serial correlation and random effects in panel models

Usage

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bsjktest(x,...)
## S3 method for class 'formula'
bsjktest(x, data, index=NULL, listw,
test=c("C.1","C.2","C.3","J"), ...)

Arguments

x

an object of class 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

either a matrix or a listw representing the spatial structure

test

one of c("C.1","C.2","C.3","J"), the test to be performed.

...

additional arguments to be passed

Value

an object of class htest

Author(s)

Giovanni Millo

References

Baltagi, B.H., Song, S.H., Jung B. and Koh, W. (2007) Testing panel data regression models with spatial and serial error correlation. Journal of Econometrics, 140, 5-51.

See Also

bsktest

Examples

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data(Produc, package="plm")
data(usaww)
fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp
bsjktest(fm, data=Produc, listw = usaww, test="C.1")

Example output

Loading required package: spdep
Loading required package: sp
Loading required package: Matrix

	Baltagi, Song, Jung and Koh C.1 conditional test

data:  log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
LM = 0.26166, df = 1, p-value = 0.609
alternative hypothesis: spatial dependence in error terms, sub RE and serial corr.

splm documentation built on July 14, 2018, 9:03 a.m.

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