spreg.diagnostics_panel.BSK_tests

spreg.diagnostics_panel.BSK_tests(reg, w, which='all', GM_BSK=False)

Perform Baltagi, Song, and Koh (2003) LM tests for Spatial Panel Data.

Tests Included: 1. LM Joint: Joint test for Random Effects and Spatial Error. 2. LM Marginal RE: Test for RE assuming no Spatial Error. 3. LM Marginal Spatial: Test for Spatial Error assuming no RE. 4. LM Conditional Spatial: Test for Spatial Error allowing for RE. 5. LM Conditional RE: Test for RE allowing for Spatial Error.

Parameters:

regspreg regression object

A fitted spreg panel model (usually either PooledOLS, PanelRE, ML_ErrorPooled, or GM_ErrorPooled)

wpysal W object

Spatial weights matrix.

GM_BSKbool

If True, use GM estimator for Pooled SEM. Ignored if reg is already a GM_ErrorPooled or ML_ErrorPooled instance.

Returns:

summarypd.DataFrame

Table with Test Statistic, p-value, and Conclusion.