spreg.diagnostics_sur.surLMe¶
-
spreg.diagnostics_sur.
surLMe
(n_eq, WS, bigE, sig)[source]¶ Lagrange Multiplier test on error spatial autocorrelation in SUR
- Parameters
- n_eqint
number of equations
- WSarray
spatial weights matrix in sparse form
- bigEarray
n x n_eq matrix of residuals by equation
- sigarray
cross-equation error covariance matrix
- Returns
- (LMe,n_eq,pvalue)tuple
with value of statistic (LMe), degrees of freedom (n_eq) and p-value