Skip to content
Prev 21369 / 29559 Next

Spatial Regression with two Weights matrix (SAR)

Hello,

is there a R function that could estimate the following spatial regression:

y = rho_1*W1*y + rho_2*W2*y + XB + e

W1 and W2 are not identical, of course. 

Bests,
 
 
Linus Holtermann
Hamburgisches WeltWirtschaftsInstitut gemeinn?tzige GmbH (HWWI)
Heimhuder Stra?e 71
20148 Hamburg
Tel +49-(0)40-340576-336
Fax+49-(0)40-340576-776
Internet: www.hwwi.org
Email: holtermann at hwwi.org
 
AmtsgerichtHamburg HRB 94303
Gesch?ftsf?hrer: Prof. Dr. Thomas Straubhaar, Gunnar Geyer
Umsatzsteuer-ID: DE 241849425