error message when running errorsarlm
On Wed, 21 May 2008, evans324 at umn.edu wrote:
Thanks. I upgraded and updated everything and got a better result.
Does that mean that you get a sensible lambda for your model now - the line search leads somewhere other than a boundary of the interval?
However, I'm not 100% sure that I'm using the correct command to accomplish what I need to accomplish. My OLS model has significant spatial autocorrelation (RLMlag is not significant and RLMerror is) and heteroscedasticity. I had hoped to use errorsarlm then run White's standard errors to address this, but I find that hccm(car) requires a .lm object. Looking through old threads, I found one that suggests using spautolm is such situations. Does spautolm address both spatial autocorrelation and heteroscedasticity?
There are different traditions. Econometricians and some others in social science try to trick the standard errors by "magic", while epidemiologists (and crime people) typically use case weights - that is model the heteroscedasticity directly. spautolm() can include such case weights. I don't think that there is any substantive and reliable theory for adjusting the SE, that is theory that doesn't appeal to assumptions we already know don't hold. Sampling from the posterior gives a handle on this, but is not simple, and doesn't really suit 10K observations.
It looks as though I would use the adj.se=TRUE in the summary method to get corrected standard errors. Is this correct?
No, it simply adjusts the SE for (n-k) rather than ML (n), to match the results in Waller and Gotway chapter 9, nothing more. Hope this helps, Roger
Thank you for your help. Heather On May 20 2008, Roger Bivand wrote:
On Tue, 20 May 2008, evans324 at umn.edu wrote:
Thanks for your response. Here's what I have now. On May 20 2008, Roger Bivand wrote:
A bit more context would help. The output of sessionInfo() at least (R and package versions may matter), plus the preceding code, including the definition of rams_dak.dnear3k.listw - is it row-standardised?
Output of sessionInfo(): R version 2.6.1 (2007-11-26) i386-pc-mingw32 locale: LC_COLLATE=English_United States.1252;LC_CTYPE=English_United States.1252;LC_MONETARY=English_United States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] spdep_0.4-17 Matrix_0.999375-5 lattice_0.17-2 spam_0.13-2 boot_1.2-30 maptools_0.7-7 [7] foreign_0.8-23 sp_0.9-23 tripack_1.2-11 car_1.2-7 loaded via a namespace (and not attached): [1] grid_2.6.1 tools_2.6.1
If you cannot upgrade R to 2.7.0, and Matrix to >= 0.999375-9 and spdep to current, try method="spam". To benefit from "Matrix", you need a fully updated system, running update.packages() frequently. The results are not trustworthy, because the NAs are pushing lambda to the upper limit of its interval. The default interval is OK for your setting - the weights are row-standardised. Roger
Preceding code:
rams_dak <-readShapePoly("rams_dak_6May.shp", IDvar="ID", verbose=TRUE)
rn<-sapply(slot(rams_dak, "polygons"), function(x) slot(x, "ID"))
rams_dak.dnear.nb <- dnearneigh(coords, 0, 2500, row.names=rn)
rams_dak.dnaer.listw <- nb2listw(rams_dak.dnear.nb, zero.policy=TRUE)
Running traceback() immediately after the error would also be helpful to see where in functions called by sar.error.f.M() the problem is occurring.
I get:
2: stop(gettextf("no method or default for coercing \"%s\" to \"%s\"",
thisClass, Class), domain = NA)
1: as((I - lambda * csrw), "dsCMatrix")
If I understand correctly, the error messages cycle, but the rams_dak3k.err >object is created?
Yes.
Could you run it with quiet=FALSE, so see the function values as they are generated in optimize()? The NAs usually come from the interval= being too broad wrt. your weights style.
I did this and found that lambda ranged from -.2364499 to .999 with SSEs starting at 292.339 and going to 267.4409. I a bit unsure of how to select and interval. Can you offer some advice on this? Thanks for your help. Heather
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