LM检验结果如下:
Ordinary Least-squares Estimates
R-squared = 0.4606
Rbar-squared = 0.4446
sigma^2 = 0.0981
Durbin-Watson = 1.2845
Nobs, Nvars = 105, 4
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Variable Coefficient t-statistic t-probability
variable 1 5.064736 2.877886 0.004886
variable 2 0.397817 6.549467 0.000000
variable 3 0.074589 0.360249 0.719413
variable 4 -0.022606 -1.683082 0.095448
loglikols =
-25.063737813143149
LM test no spatial lag, probability = 0.0469, 0.8285
robust LM test no spatial lag, probability = 14.8957, 0.0001
LM test no spatial error, probability =