spreg.surLMe

spreg.surLMe(n_eq, WS, bigE, sig)

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