spreg.panel_LMlag

spreg.panel_LMlag(y, x, w)

Lagrange Multiplier test on lag spatial autocorrelation in panel data. [Anselin2008].

Parameters:

yarray

nxt or (nxt)x1 array for dependent variable

xarray

nx(txk) or (nxt)xk array for independent (exogenous) variables, excluding the constant

wpysal W object

Spatial weights object

Returns:

lmetuple

Pair of statistic and p-value for the LM lag test.