LR.sarlm {spdep}R Documentation

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

Note

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).

Author(s)

Roger Bivand Roger.Bivand@nhh.no

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)

[Package spdep version 0.3-12 Index]