Testing Panel Data Regression Models with Spatial Error Correlation



Table 2 (continued)

Tests for ¾2 = 0

Frequency of Rejections in 2000 Replications

½ = 0:0

Hb; ¾M = 0

two-sided

(assuming л = 0)

one-sided

H' ; ¾M = 0

(assuming л 6= 0)
one-sided

N, T

W

л

LMg

LRg

LMi

SLMi

LRi

lmU
M

lrm

49,

3

Rook

0.0

0.053

0.024

0.336

0.054

0.059

0.045

0.046

0.1

0.041

0.017

0.049

0.050

0.052

0.048

0.039

0.2

0.065

0.024

0.048

0.048

0.051

0.041

0.037

0.3

0.061

0.025

0.050

0.051

0.055

0.052

0.053

0.4

0.085

0.031

0.056

0.056

0.060

0.042

0.036

0.5

0.104

0.037

0.065

0.067

0.069

0.048

0.035

0.6

0.118

0.046

0.074

0.080

0.078

0.042

0.038

0.7

0.162

0.050

0.075

0.078

0.078

0.040

0.032

0.8

0.260

0.067

0.107

0.111

0.110

0.050

0.027

0.9

0.422

0.096

0.123

0.129

0.130

0.042

0.040

49,

3

Queen

0.0

0.048

0.021

0.046

0.048

0.049

0.044

0.043

0.1

0.045

0.018

0.046

0.047

0.050

0.045

0.040

0.2

0.062

0.031

0.059

0.066

0.063

0.054

0.059

0.3

0.055

0.023

0.039

0.045

0.044

0.046

0.039

0.4

0.086

0.036

0.062

0.065

0.064

0.051

0.047

0.5

0.085

0.026

0.051

0.053

0.053

0.037

0.038

0.6

0.126

0.038

0.068

0.072

0.076

0.047

0.044

0.7

0.168

0.051

0.087

0.093

0.088

0.046

0.043

0.8

0.282

0.074

0.102

0.105

0.103

0.045

0.051

0.9

0.463

0.098

0.114

0.121

0.120

0.049

0.043

49,

7

Rook

0.0

0.057

0.023

0.062

0.060

0.061

0.053

0.044

0.1

0.046

0.016

0.045

0.039

0.042

0.046

0.033

0.2

0.053

0.022

0.055

0.052

0.057

0.053

0.039

0.3

0.067

0.019

0.048

0.049

0.052

0.054

0.044

0.4

0.067

0.030

0.064

0.063

0.067

0.048

0.043

0.5

0.077

0.021

0.060

0.058

0.058

0.054

0.042

0.6

0.129

0.036

0.067

0.066

0.067

0.051

0.036

0.7

0.190

0.046

0.086

0.088

0.083

0.061

0.036

0.8

0.280

0.062

0.097

0.096

0.093

0.043

0.025

0.9

0.504

0.055

0.076

0.081

0.077

0.054

0.033

49,

7

Queen

0.0

0.043

0.017

0.043

0.046

0.048

0.047

0.034

0.1

0.057

0.017

0.054

0.057

0.061

0.058

0.045

0.2

0.042

0.017

0.048

0.051

0.050

0.060

0.043

0.3

0.053

0.022

0.054

0.056

0.057

0.048

0.038

0.4

0.061

0.024

0.048

0.048

0.046

0.046

0.035

0.5

0.084

0.023

0.065

0.061

0.066

0.056

0.043

0.6

0.117

0.037

0.071

0.068

0.069

0.060

0.048

0.7

0.195

0.043

0.071

0.073

0.070

0.059

0.046

0.8

0.313

0.046

0.075

0.073

0.069

0.056

0.056

0.9

0.574

0.034

0.050

0.050

0.049

0.041

0.045

15



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