[R-sig-Geo] Wald statistics

[Roger Bivand]

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
>
> 	[[alternative HTML version deleted]]
>
> _______________________________________________
> R-sig-Geo mailing list
> R-sig-Geo at stat.math.ethz.ch
> https://stat.ethz.ch/mailman/listinfo/r-sig-geo
>

-- 
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.Bivand at nhh.no