[Home ] [Archive]   [ فارسی ]  
:: Search Submit Contact ::
:: Volume 2, Issue 2 (2-2017) ::
mr 2017, 2(2): 13-22 Back to browse issues page
Spatial Correlation Testing for Errors in Panel Data Regression Model
S Sasani, M Mohammadzadeh
Abstract:   (2093 Views)

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrange Multiplier test statistic and its asymptotic distribution is introduced. A simulation study is performed for considering the size and power of the test this test for joint hypothesizes. Then the application of this test is shown with investigating spatial errors correlation and random effects in data of agricultural product exports of ECO member states. Finally, discussion and conclusion are given.

Keywords: Lagrange Multiplier test, Panel regression model, Spatial panel data
Full-Text [PDF 558 kb]   (868 Downloads)    
Type of Study: S | Subject: alg
Received: 2017/01/16 | Accepted: 2017/01/16 | Published: 2017/01/16 | ePublished: 2017/01/16
Add your comments about this article
Your username or Email:


XML   Persian Abstract   Print

Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Sasani S, Mohammadzadeh M. Spatial Correlation Testing for Errors in Panel Data Regression Model. mr. 2017; 2 (2) :13-22
URL: http://mmr.khu.ac.ir/article-1-2582-en.html

Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 2, Issue 2 (2-2017) Back to browse issues page
پژوهش‌های ریاضی Mathematical Researches
Persian site map - English site map - Created in 0.06 seconds with 31 queries by YEKTAWEB 4349