heteroskedasticity corrections for lagsarlm() in spdep

Tue, Nov 1, 2011 11:38 AM

I tested the procedure from Marco and it worked fine under the recent spdep 
update (05-40). 

But are there any heteroskedastic corrections for the other spatial models 
(Spatial lag, SAC or Spatial Durbin) estimated with ML-estimations (lagsarlm, 
errorsarlm, sacsarlm)? I know that there is the sphet package (use sphet_1.1-0), 
but in this are as far as I see only GMM procedures included.

I am grateful for any suggestions

---
Christian A. Oberst
Doctoral Student
Vit?ria, ES
Brazil