spreg.dgp.dgp_mess¶

spreg.dgp.dgp_mess(u, xb, w, rho=0.5)[source]¶

dgp_mess: generates y for MESS spatial lag model with xb, weights,: spatial parameter rho (gets converted into alpha), sigma/method for the error term

Examples

>>> import numpy as np
>>> import libpysal
>>> from spreg import make_x, make_xb, dgp_mess
>>> rng = np.random.default_rng(12345)
>>> u = make_x(rng,25,mu=[0],varu=[1], method='normal')
>>> x = make_x(rng,25,mu=[0],varu=[1])
>>> xb = make_xb(x,[1,2])
>>> w  = libpysal.weights.lat2W(5, 5)
>>> w.transform = "r"
>>> dgp_mess(u, xb, w)[0:5,:]
array([[10.12104421],
       [ 7.45561055],
       [ 5.32807674],
       [ 5.55549492],
       [ 8.62685145]])