multiple autocorrelation coefficients in spdep?
On Mon, 25 Apr 2005, Ignacio Colonna wrote:
Hello,
Has anyone modified the errorsarlm in the R package spdep to
allow for more than a single spatial autocorrelation coefficient (i.e.
'lambda')?
Or, if not, any initial suggestions on how to make that
modification? I have looked at the source code for the function and realize
that any attempt to do it on my own would require much dedication, so would
like to check whether someone has done it already. My R programming skills
are very elementary.
Specifically I would need to specify 2 different lambdas in a dataset, one
for each group. I am performing a regression of grain yield against a number
of soil variables, for 2 different years, where the regression includes
terms for year*soil variables interaction. The spatial structure of the
error is clearly different between these years, and I would thus like to fit
different lambdas to them, if possible. Of course one option is to just run
2 separate regressions, but if the possibility of fitting more than 1 lambda
does not seem too remote, I think fitting a single model offers some
advantages.
As far as I am aware, as package maintainer, this has not been done, and is not easy to do, as you have noted. It might be possible to use the lm.gls() function in the MASS package once the compound weights matrix (including the coefficients) has been fixed, perhaps using optim(). Have you considered other options perhaps including some lme variant, and/or spatial panel variants?
Thanks in advance, Ignacio
Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no