
R 2.7, WinXP

Hi, I am interested in estimating the spatial autoregressive lag model
y = rWy +Xb + e
where W is a square matrix of weights, r an autocorrelation parameter, b
a vector of coefficients, X a matrix of covariates.

There are several packages in R that can estimate this model (sna,
spdep). They work well. However, these all assume normality.

I would like to run this model with y being a count or a probability.
This would "generalize" the autoregressive model. Unfortuntely, I can't
find a package that is able to estimate this exact model. Can anyone
point me in the right direction?

thanks, Richard


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