Hi,
I'm running two spatial error model (ML) regressions as follows, but when I
do the lrtest for the second regression it gives me a chi(0) and nothing for
the P value. What did I do wrong? Why is it giving me a "." value for the
pr? Is it caused by the fact that I have ratios and not totals? Is there
another test I can use? Any help will be appreciated:
I generated:
shopprodpc=shopprod/pop94
hhpc=pop94/hh94
dens94=area/pop94
Then:
Spatial error model Number of obs =134
Variance ratio =0.305
Squared corr. =0.275
Log likelihood = 249.77364 Sigma =0.04
-------------------------------------------------------------------------
--
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
----------+------------------------------------------------------------
--
shopprodpc|
avginc94| -9.27e-11 1.70e-10 -0.55 0.586 -4.26e-10
2.41e-10
hhpc| -.062498 .0109048 -5.73 0.000 -.083871 -.0411251
dens94| -9.49e-07 2.14e-07 -4.44 0.000 -1.37e-06 -5.30e-07
cons| .3679341 .0562223 6.54 0.000 .257740 4.4781277
----------+--------------------------------------------------------------
lambda| -.0057759 .0074804 -0.77 0.440 -.0204373 .0088855
-------------------------------------------------------------------------
Wald test of lambda=0: chi2(1) = 0.596 (0.440)
Likelihood ratio test of lambda=0: chi2(1) = 0.567 (0.451)
Lagrange multiplier test of lambda=0: chi2(1) = 11.725 (0.001)
Acceptable range for lambda: -1.553 < lambda < 1.000
. lrtest, saving(0)
. spatreg shopprodpc hhpc dens94, weights(W) eigenval(E) model(error)
Weights matrix
Name: W
Type: Imported (binary)
Row-standardized: No
Spatial error model Number of obs =134
Variance ratio =0.308
Squared corr. =0.273
Log likelihood = 249.62466 Sigma =0.04
------------------------------------------------------------------------
--
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
--------- +-------------------------------------------------------------
--
shopprodpc|
hhpc | -.0593628 .0092568 -6.41 0.000 -.0775058 -.0412198
dens94 | -8.83e-07 1.75e-07 -5.04 0.000 -1.23e-06 -5.39e-07
cons | .3506137 .0464955 7.54 0.000 .2594841 .4417432
----------+-------------------------------------------------------------
lambda | -.0068492 .007611 -0.90 0.368 -.0217665
.0080681
------------------------------------------------------------------------
Wald test of lambda=0: chi2(1) = 0.810 (0.368)
Likelihood ratio test of lambda=0: chi2(1) = 0.729 (0.393)
Lagrange multiplier test of lambda=0: chi2(1) = 11.776 (0.001)
Acceptable range for lambda: -1.553 < lambda < 1.000
. lrtest
Spatreg: likelihood-ratio test chi2(0) =0.30
Prob > chi2 =.
Julia A. Gamas Buentello
Center for Transportation Studies
Boston University Geography Department
675 Commonwealth Ave.
Boston, MA 02215
Tel: 617 358 0204
Fax: 617 358 0205
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
