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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