Confidence interval for SAR model regression fit (errorsarlm, package spdep)
On Wed, 8 Feb 2012, Tommaso Jucker wrote:
Dear List, I am modelling the relationship between species richness and an environmental variable and want to compare the fit of an OLS regression with that of a spatial model. I have used a SAR error model (errorsarlm() function in spdep) from which I extracted and plotted the fit. However, I would also like to plot a confidence interval for this fit. I know how to do this for an object of class ?lm? using the predict.lm() function which returns upper and lower confidence intervals for each estimate. However, the predict.sarlm() function is slightly different as it reports the trend (non-spatial smooth) and signal (spatial smooth), the sum of which is used to estimate the fit. I was wondering if anyone knew if/how it is possible to obtain confidence estimates for a regression line generated from a SAR error model.
They are not provided because they are unknown in the literature so far, as far as I know. It might be possible to get an empirical distribution by simulating from the fitted model, in a similar way to the extraction of impacts/emanating effects for spatial lag models. Hope this helps, Roger
Thanks in advance for any suggestions. Cheers, Tommaso Jucker -- Tommaso Jucker Ph.D. student Forest Ecology and Conservation Group Department of Plant Sciences University of Cambridge e-mail: tommasojucker at gmail.com -- View this message in context: http://r-sig-geo.2731867.n2.nabble.com/Confidence-interval-for-SAR-model-regression-fit-errorsarlm-package-spdep-tp7265503p7265503.html Sent from the R-sig-geo mailing list archive at Nabble.com.
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Roger Bivand Department of Economics, NHH Norwegian School of Economics, 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