[R-sig-Geo] Lagrange multiplier tests for weighted least squares

[Roberto Patuelli]

Hi everyone,

The help file for the spdep command "lm.LMtests" for running Lagrange 
multiplier tests per spatial dependence suggests not to use weights in the 
lm object given as argument.
If weights are highly relevant for a certain model (for example, because of 
strong heterogeneity in the size/importance of the regions being analysed), 
is there a way to get around this limitation? I struggle to find anything 
online relating weighted least squares and LM tests for spatial dependence.

Thanks for the help.
Roberto

********************
Roberto Patuelli, Ph.D.
Istituto Ricerche Economiche (IRE) (Institute for Economic Research)
Università della Svizzera Italiana (University of Lugano)
via Maderno 24, CP 4361
CH-6904 Lugano
Switzerland
Phone: +41-(0)58-666-4166
Fax: +39-02-700419665
Email: roberto.patuelli at usi.ch
Homepage: http://www.people.lu.unisi.ch/patuellr