LR.sarlm {spdep} | R Documentation |
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 only available for models fitted with errorsarlm
.
LR.sarlm(x, y) logLik.sarlm(object, ...) LR1.sarlm(object) Wald1.sarlm(object) Hausman.sarlm(object, tol=NULL)
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() |
tol |
tol argument passed to solve , default NULL |
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
The numbers of degrees of freedom returned by logLik.sarlm()
include nuisance parameters, that is the number of regression coefficients, plus sigma, plus spatial parameter esitmate(s).
Roger Bivand Roger.Bivand@nhh.no
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.
example(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) Hausman.sarlm(error)