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R-squared value for Spatial regressions
2 messages · Christina Qi Li, Roger Bivand
On Sat, 21 Feb 2009, Christina Qi Li wrote:
Dear List members, It's a quite basic question, but I cannot figure it out myself: How to get the R-squared value for a spatial lag regression, or a spatial error regression? The default return for command "lagsarlm" or "errorsarlm" only returns AIC value, not R-squared or Adjusted R-squared value.
Why basic? These are not defined for these kinds of models in the same way as for least squares, so use the AIC instead (uses both the log likelihood and adjusts for the number of included variables). You can fake R-squared via the correlation between the response and the fitted values, but it isn't what you expect. Hope this helps, Roger
Anyone knows how to get it quickly? Thanks a lot! Christina University of Southern California [[alternative HTML version deleted]]
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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