Random Effects Panel - Githubissues

pysal / spreg

Spatial econometric regression in Python

https://pysal.org/spreg/

Other

67 stars 23 forks source link

Random Effects Panel #50

Closed pabloestradac closed 3 years ago

pabloestradac commented 4 years ago

This pull request adds the estimation of random effects panel data of spatial models. It uses the classes:

Panel_RE_Lag: random effects panel estimation with spatial lagged dependent variable.
Panel_RE_Error: random effects panel estimation with spatial error interaction.

This PR also adds spatial diagnostic tests for panel data. The tests are:

Lagrange Multiplier test: classic and robust version.
Hausman test.