# spreg.sur_lmtest¶

spreg.sur_lmtest(n, n_eq, sig)[source]

Lagrange Multiplier test on off-diagonal elements of Sigma

Parameters
nint

cross-sectional dimension (number of observations for an equation)

n_eqint

number of equations

sigarray

inter-equation covariance matrix for null model (OLS)

Returns
(lmtest,M,pvalue)tuple

with value of test statistic (lmtest), degrees of freedom (M, as an integer) p-value