bsktest: Baltagi, Song and Koh LM test for spatial panels

In splm: Econometric Models for Spatial Panel Data

Baltagi, Song and Koh LM test for spatial panels

Description

Baltagi, Song and Koh marginal or conditional LM test for spatial error correlation or random effects in panel models

Usage

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

Value

an object of class htest

Author(s)

Gianfranco Piras

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/.

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")

splm documentation built on Dec. 12, 2023, 3:03 a.m.