# spreg.sur_lrtest¶

spreg.sur_lrtest(n, n_eq, ldetS0, ldetS1)[source]

Likelihood Ratio test on off-diagonal elements of Sigma

Parameters
nint

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

n_eqint

number of equations

ldetS0float

log determinant of Sigma for OLS case

ldetS1float

log determinant of Sigma for SUR case (should be iterated)

Returns
(lrtest,M,pvalue)tuple

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