spreg.diagnostics_sur.lam_setp

spreg.diagnostics_sur.lam_setp(lam, vm)

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)