spdep (version 0.2-9)

LR.sarlm: Likelihood ratio test

Description

The LR.sarlm() function provides a likelihood ratio test for objects for which a logLik() function exists for their class, or for objects of class logLik. LR1.sarlm() and Wald1.sarlm() are used internally in summary.sarlm(), but may be accessed directly; they report the values respectively of LR and Wald tests for the absence of spatial dependence in spatial lag or error models.

Usage

LR.sarlm(x, y)
logLik.sarlm(object, ...)
LR1.sarlm(object)
Wald1.sarlm(object)

Arguments

x

a logLik object or an object for which a logLik() function exists

y

a logLik object or an object for which a logLik() function exists

object

a sarlm object from lagsarlm() or errorsarlm()

...

other arguments to logLik()

Value

• LR.sarlm() returns an object of class htest with:
• statistic
  value of statistic
• parameter
  degrees of freedom
• p.value
  Probability value
• estimate
  Log likelihood values of compared models
• method
  "Likelihood ratio for spatial linear models"
• logLik.sarlm() returns an object of class logLik LR1.sarlm and Wald1.sarlm returm objects of class htest

See Also

logLik.lm, anova.sarlm

Examples

data(columbus)
mixed <- lagsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb),
  type="mixed")
error <- errorsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb))
LR.sarlm(mixed, error)