[Splm-commits] r107 - pkg/R

[noreply at r-forge.r-project.org]

Author: the_sculler
Date: 2011-04-26 22:55:23 +0200 (Tue, 26 Apr 2011)
New Revision: 107

Modified:
   pkg/R/bsktest.R
Log:
Fixed p-values for two-tailed tests in bsktest.R



Modified: pkg/R/bsktest.R
===================================================================
--- pkg/R/bsktest.R	2011-04-21 21:13:54 UTC (rev 106)
+++ pkg/R/bsktest.R	2011-04-26 20:55:23 UTC (rev 107)
@@ -156,7 +156,7 @@
 
 STAT2<- qnorm(0.95,lower.tail=TRUE)
 	statistics<-SLM1
-  pval <- pnorm(SLM1, lower.tail=FALSE)
+  pval <- 2*pnorm(SLM1, lower.tail=FALSE)
 	
   names(statistics)="SLM1"
 	method<- "Baltagi, Song and Koh SLM1 marginal test"
@@ -251,7 +251,7 @@
 
 STAT2<- qnorm(0.95,lower.tail=TRUE)
 	statistics<-SLM2
-  pval <- pnorm(SLM2, lower.tail=FALSE)
+  pval <- 2*pnorm(SLM2, lower.tail=FALSE)
 
   names(statistics)="SLM2"
 	method<- "Baltagi, Song and Koh SLM2 marginal test"
@@ -444,7 +444,7 @@
 
 	LMlstar<-sqrt(LMl1) 
 	statistics<-LMlstar
-  pval <- pnorm(LMlstar, lower.tail=FALSE)
+  pval <- 2*pnorm(LMlstar, lower.tail=FALSE)
 
   names(statistics)="LM*-lambda"
 	method<- "Baltagi, Song and Koh LM*-lambda conditional LM test (assuming sigma^2_mu >= 0)"
@@ -556,7 +556,7 @@
 	LMmustar<- sqrt(LMmu)
   
   statistics<-LMmustar
-  pval <- pnorm(LMmustar, lower.tail=FALSE)
+  pval <- 2*pnorm(LMmustar, lower.tail=FALSE)
 
   names(statistics)="LM*-mu"
 	method<- "Baltagi, Song and Koh LM*- mu conditional LM test (assuming lambda may or may not be = 0)"
@@ -654,7 +654,7 @@
 
 STAT2<- qnorm(0.95,lower.tail=TRUE)
 	statistics<-SLM1
-  pval <- pnorm(SLM1, lower.tail=FALSE)
+  pval <- 2*pnorm(SLM1, lower.tail=FALSE)
 	
   names(statistics)="SLM1"
 	method<- "Baltagi, Song and Koh SLM1 marginal test"
@@ -748,7 +748,7 @@
 
 STAT2<- qnorm(0.95,lower.tail=TRUE)
 	statistics<-SLM2
-  pval <- pnorm(SLM2, lower.tail=FALSE)
+  pval <- 2*pnorm(SLM2, lower.tail=FALSE)
 
   names(statistics)="SLM2"
 	method<- "Baltagi, Song and Koh SLM2 marginal test"
@@ -929,7 +929,7 @@
 
 	LMlstar<-sqrt(LMl1) 
 	statistics<-LMlstar
-  pval <- pnorm(LMlstar, lower.tail=FALSE)
+  pval <- 2*pnorm(LMlstar, lower.tail=FALSE)
 
   names(statistics)="LM*-lambda"
 	method<- "Baltagi, Song and Koh LM*-lambda conditional LM test (assuming sigma^2_mu >= 0)"
@@ -1040,7 +1040,7 @@
 	LMmustar<- sqrt(LMmu)
   
   statistics<-LMmustar
-  pval <- pnorm(LMmustar, lower.tail=FALSE)
+  pval <- 2*pnorm(LMmustar, lower.tail=FALSE)
 
   names(statistics)="LM*-mu"
 	method<- "Baltagi, Song and Koh LM*- mu conditional LM test (assuming lambda may or may not be = 0)"