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The results of model identification.
| Test method | Test results | P-value |
|---|---|---|
| Hausman | 88.63 | 0.000 |
| LR- space fixed | 23.99 | 0.006 |
| LR- space fixed | 976.79 | 0.000 |
| LR-SDM-SEM | 41.08 | 0.000 |
| LR-SDM-SAR | 41.02 | 0.000 |
| LM-Lag | 11.764 | 0.001 |
| LM-Error | 6.360 | 0.012 |
| Robust LM-Lag | 5.688 | 0.017 |
| Robust LM- Error | 4.231 | 0.040 |
