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

[Julian Burgos]

Hi Sebastian,

Could you provide the full reference for Hawkins et al. (2007)?
Thanks,

Julian

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
> 
> 
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