bayespecon.diagnostics.lmtests.bayesian_panel_lm_flow_intra_test¶
- bayespecon.diagnostics.lmtests.bayesian_panel_lm_flow_intra_test(model)[source]¶
Panel analogue of
bayesian_lm_flow_intra_test()onOLSFlowPanel. Operates on the demeaned panel design. Score \(g = X_{\text{intra}}^\top e\) and information \(V = X_{\text{intra}}^\top X_{\text{intra}} / \bar\sigma^2\), distributed \(\chi^2_{k_{\text{intra}}}\) under \(H_0\). Seebayesian_lm_flow_intra_test()for the cross-sectional construction ([LeSage and Pace, 2008], [Elhorst, 2014], [Doğan et al., 2021]).