I'm trying to use the spdep package to calculate this: y = rho W y + e I don't want to use explanatory variables, just the lag from the dependent variable. How would I code this?
Using Lagsarlm
2 messages · Saswati Neogi, Roger Bivand
This has been answered offlist (the poster also wrote directly to me as package maintainer, but did not post on the R-sig-geo list, as would have seemed natural). The resolution was to read ?formula, and to use either errorsarlm() or lagsarlm() in spdep with formula=y ~ 1. Apparently an insurance analyst in a hurry ... Roger
Saswati Neogi wrote:
I'm trying to use the spdep package to calculate this: y = rho W y + e I don't want to use explanatory variables, just the lag from the dependent variable. How would I code this?
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----- Roger Bivand Economic Geography Section Department of Economics Norwegian School of Economics and Business Administration Helleveien 30 N-5045 Bergen, Norway
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