Simultaneous autoregressive model with temporal dimension
On Tue, 9 Apr 2019, Mingke Li wrote:
Dear list, I???m currently working with the simultaneous autoregressive mixed models by ???lagsarlm??? function in the package ???spdep???. I have 5 years??? data in 5 separate datasets, and the locations of the sample points (and also the sample size) don't vary from year to year; each sample point has different observed values in different years. Based on the 5 datasets, now I have 5 models, with the common set of predictors but different values (coefficients) from year to year. My question is, how can I get a ???generalized??? simultaneous autoregressive model for all years? In other words, can I extend my current model to a mixed model like GLMM by introducing the year as a random effect, as implemented in ???lme4::glmer???? How should I add in the temporal dimension in the simultaneous autoregressive model?
Please try the splm package; it is based on the plm package approach, but includes spatial panel models. As far as I am aware, few of the mixed models support an mrf spatially structured random effect that is not ICAR. Hope this helps, Roger
Any thoughts or advice are welcome. Thank you in advance. Erin [[alternative HTML version deleted]]
Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; e-mail: Roger.Bivand at nhh.no https://orcid.org/0000-0003-2392-6140 https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en