On Wed, 7 Jan 2009, Annachiara Saguatti wrote:
Hi,
I'd need some information about the Wald statistics which is displayed in
the summaries of the lagsarlm and errorsarlm regressions.
Can anyone explain me which the null hypothesis is?
?Wald1.sarlm explains - the test reports the values for the absence of
spatial dependence in spatial lag or error models. You'll note that the
Wald test as a p-value that is equal to that of the asymptotic test on the
spatial coefficient on the previous line, which isn't suprising, since
both use the fitted coefficient and its asymptotic standard error, but
look up different ratios of these wrt. different distributions.
Roger
Thank you very much.
Best regards,
Annachiara Saguatti
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Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: roger.biv...@nhh.no
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