[Openspace]

[Roger Bivand]

On Fri, 23 Apr 2004, Mario Gellrich wrote:

> Hi,
> 
> I am new to this forum and have a simple question regarding tests on 
> heteroscedasticity in spatial linear models (LMlag and LMerr). In Luc 
> Anselin's SpaceStat program there is a variety of tests on 
> heteroscedasticity (breusch pagan and its studentized version called 
> koenker-basset). I found some spatial econometric studies that ignored this 
> test, but I think it is important. Since I do not use SpaceStat but spdep, 
> my question is, is there anybody, who can give me some tips how to write 
> functions for this test for spatial lag and error models in Roger Bivands 
> spdep package ? Maybe there is an alternative test in spdep that I have 
> overlooked :-).
> 
No, not overlooked, but the new release for R 1.9.0 (0.2-14) has
bptest.sarlm() to do this, based on bptest() in the lmtest package - this
is studentized by default. Please let me know if this helps.

Roger Bivand


> Best regards
> 
> Mario
> 
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-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
e-mail: Roger.Bivand at nhh.no