[Openspace] spdep: Heterokedasticity Correction of Lag Models
Villoria, Nelson B
nvillori at purdue.edu
Wed Apr 23 12:57:30 CDT 2008
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?
More information about the Openspace