LM test no spatial lag, probability = 0.3218, 0.5705
robust LM test no spatial lag, probability = 0.3437, 0.5577
LM test no spatial error, probability = 4.0933, 0.0431
robust LM test no spatial error, probability = 4.1152, 0.0425
- if LM test for spatial lag is more significant than LM test for spatial er
> ror,
and robust LM test for spatial lag is significant but robust LM test for
spatial error is not, then the appropriate model is spatial lag model.
Conversely, if LM test for spatial error is more significant than LM test
for spatial lag and robust LM test for spatial error is significant
but robust LM test for spatial lag is not, then the appropriate specificat
> ion
is spatial error model, [Anselin-Florax (1995)].
- robust versions of Spatial LM tests are considered only when
standard versions (LM-Lag or LM-Error) are significant
- General Spatial Model is used to deal with both types of spatial dependenc
> e,
namely spatial lag dependence and spatial error dependence
- Spatial Error Model is used to handle spatial dependence due to omitted
variables or errors in measurement through the error term
- Spatial Autoregressive Model (SAR) is also known as Spatial Lag Model