spreg.lam_setp¶
-
spreg.
lam_setp
(lam, vm)[source]¶ Standard errors, t-test and p-value for lambda in SUR Error ML
- Parameters
- lamarray
n_eq x 1 array with ML estimates for spatial error autoregressive coefficient
- vmarray
n_eq x n_eq subset of variance-covariance matrix for lambda and Sigma in SUR Error ML (needs to be subset from full vm)
- Returns
- : tuple
with arrays for standard error, t-value and p-value (each element in the tuple is an n_eq x 1 array)