Hello again: Please, could anyone tell me how to estimate robust standard errors for a spatial error model? The residuals of my model show heteroscedasticity evidence, but the functions I have looked at only work with lm type objects. Thanks a lot in advance. Javi JAVIER GARC?A Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica) Facultad de Econom?a y Empresa (Secci?n Sarriko) Avda. Lehendakari Aguirre 83 48015 BILBAO T.: +34 601 7126 F.: +34 601 3754 <http://www.ehu.es/> www.ehu.es http://www.unibertsitate-hedakuntza.ehu.es/p268-content/es/contenidos/inform acion/manual_id_corp/es_manual/images/firma_email_upv_euskampus_bilingue.gif -------------- next part -------------- An HTML attachment was scrubbed... URL: <https://stat.ethz.ch/pipermail/r-sig-geo/attachments/20170813/5a8e3162/attachment.html> -------------- next part -------------- A non-text attachment was scrubbed... Name: image001.gif Type: image/gif Size: 6359 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-geo/attachments/20170813/5a8e3162/attachment.gif>
Heteroscedasticity in Spatial Error Model
2 messages · Javier García, Roger Bivand
On Sun, 13 Aug 2017, Javier Garc?a wrote:
Hello again: Please, could anyone tell me how to estimate robust standard errors for a spatial error model? The residuals of my model show heteroscedasticity evidence, but the functions I have looked at only work with lm type objects.
The documented approaches use GM rather than ML for fitting - see the sphet package and https://www.jstatsoft.org/index.php/jss/issue/view/v063. You should really try to remove the sources of model mis-specification instead of spreading coefficient standard errors by guesswork. The may stem from MAUP, missing covariates and/or wrong functional forms. Roger
Thanks a lot in advance. Javi JAVIER GARC?A Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica) Facultad de Econom?a y Empresa (Secci?n Sarriko) Avda. Lehendakari Aguirre 83 48015 BILBAO T.: +34 601 7126 F.: +34 601 3754 <http://www.ehu.es/> www.ehu.es http://www.unibertsitate-hedakuntza.ehu.es/p268-content/es/contenidos/inform acion/manual_id_corp/es_manual/images/firma_email_upv_euskampus_bilingue.gif
Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; e-mail: Roger.Bivand at nhh.no Editor-in-Chief of The R Journal, https://journal.r-project.org/index.html http://orcid.org/0000-0003-2392-6140 https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en