Testing Panel Data Regression Models with Spatial Error Correlation



Table 2

Tests for ¾2 = 0

P

Frequency of Rejections in 2000 Replications

½ = 0:0

N, T

W

Л

Hb; ¾M = 0

two-sided

(assuming Л = 0)

LRi

H0; ¾M = 0

(assuming Л 6= 0)
one-sided

LMi

one-sided
SLMi

LMg

LRg

LMM
M

lRM

25, 3

Rook

0.0

0.037

0.014

0.038

0.038

0.045

0.036

0.027

0.1

0.052

0.020

0.044

0.047

0.050

0.043

0.041

0.2

0.044

0.015

0.039

0.045

0.045

0.040

0.039

0.3

0.055

0.023

0.044

0.049

0.047

0.040

0.036

0.4

0.058

0.023

0.046

0.049

0.054

0.031

0.039

0.5

0.069

0.017

0.043

0.046

0.048

0.041

0.038

0.6

0.100

0.031

0.060

0.067

0.067

0.043

0.038

0.7

0.143

0.043

0.067

0.070

0.075

0.043

0.035

0.8

0.215

0.050

0.074

0.080

0.083

0.040

0.034

0.9

0.341

0.055

0.068

0.074

0.072

0.036

0.035

25, 3

Queen

0.0

0.038

0.016

0.037

0.043

0.042

0.039

0.033

0.1

0.045

0.020

0.042

0.046

0.050

0.036

0.041

0.2

0.044

0.020

0.044

0.045

0.053

0.045

0.041

0.3

0.058

0.020

0.043

0.043

0.051

0.039

0.040

0.4

0.054

0.017

0.038

0.041

0.043

0.030

0.030

0.5

0.083

0.033

0.054

0.062

0.062

0.038

0.042

0.6

0.089

0.032

0.055

0.060

0.058

0.041

0.034

0.7

0.154

0.041

0.068

0.073

0.072

0.044

0.030

0.8

0.239

0.038

0.057

0.066

0.063

0.042

0.049

0.9

0.388

0.033

0.039

0.045

0.051

0.031

0.035

25, 7

Rook

0.0

0.053

0.020

0.052

0.058

0.059

0.043

0.042

0.1

0.045

0.018

0.045

0.047

0.053

0.039

0.030

0.2

0.033

0.011

0.035

0.039

0.033

0.051

0.032

0.3

0.051

0.018

0.049

0.050

0.051

0.045

0.044

0.4

0.063

0.022

0.046

0.046

0.047

0.051

0.036

0.5

0.062

0.018

0.044

0.044

0.046

0.052

0.039

0.6

0.100

0.023

0.051

0.050

0.055

0.066

0.046

0.7

0.168

0.035

0.056

0.059

0.058

0.050

0.036

0.8

0.257

0.032

0.050

0.050

0.050

0.061

0.049

0.9

0.510

0.017

0.024

0.024

0.023

0.050

0.035

25, 7

Queen

0.0

0.059

0.022

0.059

0.057

0.058

0.052

0.044

0.1

0.043

0.014

0.038

0.041

0.043

0.039

0.031

0.2

0.036

0.014

0.041

0.039

0.039

0.053

0.037

0.3

0.050

0.012

0.045

0.044

0.049

0.055

0.041

0.4

0.050

0.014

0.040

0.044

0.040

0.061

0.046

0.5

0.069

0.025

0.050

0.054

0.049

0.053

0.039

0.6

0.089

0.023

0.036

0.036

0.041

0.042

0.030

0.7

0.151

0.022

0.040

0.038

0.041

0.049

0.045

0.8

0.307

0.015

0.030

0.030

0.030

0.052

0.051

0.9

0.589

0.008

0.014

0.014

0.014

0.042

0.057

14



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