[R-sig-eco] Estimation of R2 values in SAR models

Matthew Landis rlandis at middlebury.edu
Tue Jan 6 21:42:57 CET 2009


Sebastian,

I can't help you out, but I'll be very interested in the responses.  I
was recently looking at a similar issue -- how to calculate R2 values
for Generalized Least Squares regression for temporally autocorrelated
error terms.  I didn't have much luck in finding a solution myself.

Matt



J. Sebastian Tello wrote:
> Hi all,
> 
> Recently Hawkins et al. (2007) have shown using a monte carlo experiment, that typically the R2 values associated to a variable are much smaller when estimated using OLS than when using a SAR model. I was wondering if this is the case because in the SAR model (and maybe other spatial analyses) the proportion of variation explained is estimated after removing the spatial autocorrelation in the residuals, and thus reducing the unexplained variation. Any comentaries, ideas or references will be highly appreciated.
> 
> Cheers,
> 
> 
>  J. Sebastián Tello
> 
> 
> Department of Biological Sciences
> 285 Life Sciences Building
> Louisiana State University
> Baton Rouge, LA, 70803
> (225) 578-4284 (office and lab.)
> 
> 
> 
>       
> 	[[alternative HTML version deleted]]
> 
>



More information about the R-sig-ecology mailing list