Hypothesis H0 (restricted model) | Hypothesis H1 (unrestricted model) | The test result | Value of the test statistic (P value) |
---|---|---|---|
Hausman test (to select the random effects and the fixed effects model) | |||
SDM random | SDM fixed | SDM fixed | H = 42.55 (0.0000) |
SAR random | SAR fixed | SAR fixed | H = 11.59 (0.0089) |
SEM random | SEM fixed | SEM fixed | H = 35.75 (0.000) |
LR test (for nested models) | |||
SAR fixed | SDM fixed | SDM fixed | LR = 91.383 (0.000) |
SEM fixed | SAC fixed | SEM fixed | LR = 0.5284 (0.9126) |
SAR fixed | SAC fixed | SAC fixed | LR = 302.1528 (0.000) |
SEM random | GSPRE random | SEM random | LR = 1.575 (0.6651) |