Missing statistics with errorsarlm(method="SparseM")
On Mon, 16 Jan 2006, Martin Reismann wrote:
When using errorsarlm with method="SparseM" I encountered that "Asymptotic standard error" and "Wald statistic" are missing in the summary. Both are available with errorsarlm method="eigen".
The "SparseM" method is used for large n, when operations on a full matrix would tax your computer. Computing the information matrix means inverting an n by n matrix, so statistics relying on the information matrix are not available with this method. If you must have them for large n, you need more RAM and possibly a 64 bit box, but in practice if you have many n, the likelihood ratio will tell you what you need to know anyway.
Any suggestions? Best wishes, Martin Reismann --- Martin Reismann Institut fuer Wirtschaftsgeographie und Geoinformatik Wirtschaftsuniversitaet Wien Nordbergstrasse 15, 4. Stock, Kern A A-1090 Wien EMail: Martin.Reismann at wu-wien.ac.at Tel +43-(0)-1-31336-5720 Fax +43-(0)-1-31336-703
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