spreg.surLMlag¶
-
spreg.
surLMlag
(n_eq, WS, bigy, bigX, bigE, bigYP, sig, varb)[source]¶ Lagrange Multiplier test on lag spatial autocorrelation in SUR
- Parameters
- n_eqint
number of equations
- WSspatial weights matrix in sparse form
- bigydictionary
with y values
- bigXdictionary
with X values
- bigEarray
n x n_eq matrix of residuals by equation
- bigYParray
n x n_eq matrix of predicted values by equation
- sigarray
cross-equation error covariance matrix
- varbarray
variance-covariance matrix for b coefficients (inverse of Ibb)
- Returns
- (LMlag,n_eq,pvalue)tuple
with value of statistic (LMlag), degrees of freedom (n_eq) and p-value