[Openspace] spdep: Heterokedasticity Correction of Lag Models

[Villoria, Nelson B]

Hello Openspace:

 

I fitted a lagsarlm using sparse methods, hence i do not have the
coeffcient's standard errors, but LR instead. This is fine, but when
using the correction of heterokedasticity suggested by spdep
(?bptest.sarlm, bottom), I get standard errors:

 

1) Can use these standard errors (as heterokedastic-robust) instead of
(or jointly with) the LRs.

 

2) more fundamentally what is this lm.target that allowed me to test the
significance of the coefficients?

 

Thanks,

 

Nelson Villoria