bsktest: 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 formula
bsktest(x, data, index=NULL, listw,
test=c("LMH","LM1","LM2","CLMlambda","CLMmu"),
standardize=FALSE, method = "eigen", ...)
Value
an object of class htest
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
Author
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/.