What Size Heat Shrink Tubing for Splicing Lamp Wire (SPT-2 18-2 AWG)?
You should not be splicing lamp wires outside the fixture or lamp. If you need to splice in the middle of a run you should replace the cord.

Inside a fixture or lamp no heat shrink is required or needed. 

Heat shrink tubing just needs to fit over the area to be covered before shrinking.


  Article 400 Flexible Cords and Cables
  
  400.9 Splices
  
  Flexible cord shall be used only in continuous lengths without splice
  or tap where initially installed in applications permitted by
  400.7(A). The repair of hard-service cord and junior hard-service cord (see Trade Name column in Table 400.4) 14 AWG and larger shall be
  permitted if conductors are spliced in accordance with 110.14(B) and
  the completed splice retains the insulation, outer sheath properties,
  and usage characteristics of the cord being spliced.