HTH,
Thierry
------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium
tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be
Do not put your faith in what statistics say until you have carefully
considered what they do not say. ~William W. Watt
A statistical analysis, properly conducted, is a delicate dissection of
uncertainties, a surgery of suppositions. ~M.J.Moroney
-----Oorspronkelijk bericht-----
Van: r-sig-geo-bounces at stat.math.ethz.ch
[mailto:r-sig-geo-bounces at stat.math.ethz.ch] Namens Sam Field
Verzonden: maandag 5 november 2007 23:19
Aan: Roger.Bivand at nhh.no
CC: r-sig-geo at stat.math.ethz.ch
Onderwerp: Re: [R-sig-Geo] spautolm - standard errors of regression
paramters
thanks Roger!
In my haste, I mistyped. I meant to write:
sqrt(diag(mod1$fit[["imat"]]))
which should be equivalent to
summary(mod1)$Coef[,2],
the standard errors of the regression coefficients.
In any case, I have managed to replicate the case where the two commands
produce different results. Using the "columbus data"...
library(spdep)
data(columbus)
#defining W
columbus_poly <- readShapePoly(system.file("etc/shapes/columbus.shp",
package="spdep")[1])
columbus_nb <- poly2nb(columbus_poly)
columbus_listw <- nb2listw(columbus_nb)
#running spautolm()
mod1 <- spautolm(CRIME ~ HOVAL + DISCBD,listw=columbus_listw,data =
columbus,family="SAR")
sqrt(diag(mod1$fit[["imat"]]))
summary(mod1)$Coef[,2]
and the result:
sqrt(diag(mod1$fit[["imat"]]))
(Intercept) HOVAL DISCBD
0.468345807 0.009013047 0.146973631
(Intercept) HOVAL DISCBD
4.68573639 0.09017431 1.47045128
looks like the decimal place is shifted over one place. If you add more
variables to the model, the results differ by more then a decimal place
in this case (in my case the results are very different). For example,
mod2 <- spautolm(CRIME ~ HOVAL + DISCBD + INC +
PLUMB,listw=columbus_listw,data = columbus,family="SAR")
sqrt(diag(mod2$fit[["imat"]]))
summary(mod2)$Coef[,2]
results in:
sqrt(diag(mod2$fit[["imat"]]))
(Intercept) HOVAL DISCBD INC PLUMB
0.52884967 0.01002545 0.17186710 0.03379109 0.04940024
(Intercept) HOVAL DISCBD INC PLUMB
4.86800598 0.09228322 1.58201870 0.31104348 0.45472408
Initially, I just wanted the standard errors so that I could write them
out in a text file and put them in a table for a MSWord document.
However, I will also need the covariances of the parameters and, thus,
need the off diagonal elements
of the variance covariance matrix. Am I reading this matrix
incorrectly?
thanks for all of your help!
Sam
Quoting Roger Bivand <Roger.Bivand at nhh.no>:
On Mon, 5 Nov 2007, Sam Field wrote:
List,
I would like to grab the standard errors of the regression
parameters from
spautolm object. Currently I am using...
mod1 <- spautolm(y~var1 + var2,....)
mod1_sd <- (diag(mod1$fit[["imat"]])^2
As with most model fitting functions, you use the summary method, so
summary(mod1)$Coef
is a four-column matrix, and
summary(mod1)$Coef[,2]
is the column you want.
Roger
PS. Reading summary.spautolm shows that the diagonal values of the
matrix you refer to are the squares of the SE values.
This does produce a vector of the diagonal elements of a matrix that
variance covariance matrix (correct dimensions and row and column
labels),
the values I get do not agree with what the summary() function
displays --
also seem implausibly small.
any hints?
Thanks!
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
--
********Note the new contact information*******
Samuel H. Field, Ph.D.
Senior Research Investigator
CHERP/Division of Internal Medicine - University of Pennsylvania
Philadelphia VA Medical Center 3900 Woodland Ave (9 East) Philadelphia,
PA 19104
(215) 823-5800 EXT. 6155 (Office)
(215) 823-6330 (Fax)