悬赏 5 个论坛币 未解决
请问用Matlab做LM检验得到如下结果,有大佬可以对结果进行解释一下吗,每个值都代表什么意思,以及应该选择SAR还是SEM?是怎么看的?
LM test no spatial lag, probability = NaN, NaN
robust LM test no spatial lag, probability = NaN, NaN
LM test no spatial error, probability = NaN, NaN
robust LM test no spatial error, probability = NaN, NaN
LM test no spatial lag, probability = 2834110443675574200000000000000000.0000, 0.000
robust LM test no spatial lag, probability = Inf, 0.000
LM test no spatial error, probability = 0.0000, 1.000
robust LM test no spatial error, probability = Inf, 0.000
>>
代码如下:
%LM检验
LMsarsem_panel(results_sar,W,y,x)
LMsarsem_panel(results_sem,W,y,x)