Dear list members, I am estimating a spatial lag model with time-period fixed effects using package splm. I would like to obtain some goodness-of-fit measures for my models but I cannot figure out how to do it. The traditional AIC extraction function doesn't work for a an object of class "splm". The only thing I can extract is the log likelihood, using which in theory I can calculate AIC, but even in that case I am not sure about the degrees of freedom to use in the calculation (do I count time dummies, lag and intercept as parameters?). I tried df.residual(model) but I got NULL. Is there another way to obtain AIC and/or R^2? I am sure people encountered this problem before, so if you have any advice on how to obtain model statistics, I would greatly appreciate it. Thank you, Maryia
Maryia Bakhtsiyarava Graduate student Department of Geography, Environment and Society University of Minnesota, Twin Cities Research Assistant TerraPop Project Minnesota Population Center 414 Social Sciences, 267 19th Ave S, Minneapolis, MN 55455 [[alternative HTML version deleted]]