spdep (version 1.0-2)

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. The spatial Hausman test is available for models fitted with errorsarlm and GMerrorsar.

Usage

LR.sarlm(x, y)
# S3 method for sarlm
logLik(object, ...)
LR1.sarlm(object)
Wald1.sarlm(object)
# S3 method for sarlm
Hausman.test(object, ..., tol=NULL)
# S3 method for gmsar
Hausman.test(object, ..., tol=NULL)

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()

…

further arguments passed to or from other methods

tol

tol argument passed to solve, default NULL

Value

The tests return objects of class htest with:

statistic

value of statistic

parameter

degrees of freedom

p.value

Probability value

estimate

varies with test

method

description of test method

logLik.sarlm() returns an object of class logLik LR1.sarlm, Hausman.sarlm and Wald1.sarlm returm objects of class htest

References

LeSage J and RK Pace (2009) Introduction to Spatial Econometrics. CRC Press, Boca Raton, pp. 61--63; Pace RK and LeSage J (2008) A spatial Hausman test. Economics Letters 101, 282--284.

See Also

logLik.lm, anova.sarlm

Examples

# NOT RUN {
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
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)
Hausman.test(error)
# }