spreg.panel_Hausman

spreg.panel_Hausman(panel_fe, panel_re, sp_lag=True)

Hausman test on panel data with spatial interactions. [Elhorst2014].

Parameters:

panel_fepanel_fe

Instance from a fixed effects panel spatial regression

panel_repanel_re

Instance from a random effects panel spatial regression

sp_lagbool

if True, calculate Hausman test for spatial lag model.

Returns:

htuple

Pair of statistic and p-value for the Hausman test.