weighted spatial autoregression
On Tue, 21 Aug 2007, Sam Field wrote:
Thanks Roger! Sorry about omitting the subject line. I have been working with errorsarlm() - did not know about spautolm(). Do you know if there is something analogous possible in the case of the spatial lag model, Y = pWY + XB + e ?
I have not looked at it, but because it is a wierd animal, I don't think it will be too easy to provide a theoretical foundation for it. The heteroskedasticity is in the error term, but the autoregressive part isn't. I don't think there are any examples anywhere, either. It ought to be possible, though. Roger
I was going to start looking into it. thanks! Sam Quoting Roger Bivand <Roger.Bivand at nhh.no>:
On Tue, 21 Aug 2007, Sam Field wrote:
List, I am looking for ways of estimating spatial autoregression models that
adjust
for a known source of heteroskedaticity and the Waller and Gotway (2004)
text
outline how this can be done in the case of the SAR model. If I work at
it, I
think I can implement this myself in R, but I wanted to see if anybody else
had
done it. It seems like a pretty straightforward generalization of the SAR
model
and would make a very helpful addition to the spatial regression tools in spdep - especially given the effects of heteroskedaticity on the
consistency of
the SAR parameters!
?spautolm The examples reproduce the results in Waller & Gotway, perhaps apart from a flattish function to optimise in the weighted CAR case. spautolm() now provides weighted or unweighted SAR, CAR, and SMA. Sparse matrix methods are available for SAR and CAR, SAR when spatial weights are symmetric or similar to symmetric (CAR weights have to be symmetric). Roger
Sam
-- 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
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