Heteroscedasticity consistent standard errors for Spatial error models

Wed, Dec 6, 2006 8:03 PM

Hello,

Could anyone please tell me how to estimate Heteroscedasticity
Consistent standard errors for a Spatial error model? All the functions
I have looked at only works for lm objects.

Thank you very much!

- Oshadhi

Thread (4 messages)

Samarasinghe, Oshadhi Erandika Heteroscedasticity consistent standard errors for Spatial error models Dec 6 Achim Zeileis Heteroscedasticity consistent standard errors for Spatial error models Dec 6 Roger Bivand Heteroscedasticity consistent standard errors for Spatial error models Dec 7 Samarasinghe, Oshadhi Erandika Heteroscedasticity consistent standard errors for Spatial error models Dec 7