spatial 2SLS
Greetings: I would like to take advantage of this thread and ask if there is a way to "enhance" the code in spdep. I have a dataset with 3030 observations and two independent variables. On the same old computer it runs great in GeoDa, but fails in R. I assume it is a memory issue, but having two different ways to check my results would be great. Thanks, Mihai Nica Jackson State University 155 B Parkhurst Dr. Jackson, MS 39202 601 914 0361 ----- Original Message ----- From: "Luc Anselin" <anselin at uiuc.edu> To: "Darla Munroe" <munroe.9 at osu.edu> Cc: <r-sig-geo at stat.math.ethz.ch> Sent: Monday, December 13, 2004 8:36 AM Subject: Re: [R-sig-Geo] spatial 2SLS
I have some functions that implement this. We used them in last summer's ICPSR spatial regression course. They are not (yet) very user friendly and not up to official R standards yet, but they definitely work. The functions include: - standard 2SLS (or IV estimation) - spatial 2SLS (using WX as instruments for Wy) - heteroskedastic robust spatial 2SLS (White adjusted variances) Anyone who wants them and doesn't need a lot of hand holding can e-mail me directly. L. On Dec 13, 2004, at 8:21 AM, Darla Munroe wrote:
Is the spatial 2SLS developed by Kelejian available in spdep? If not, is it available anywhere else at this time? (besides in SpaceStat). Thanks, Darla Munroe [[alternative HTML version deleted]]
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