[R-sig-Geo] spatial 2SLS

[Luc Anselin]

I have some functions that implement this. We used them in last summer's
ICPSR spatial regression course. They are not (yet) very user friendly 
and
not up to official R standards yet, but they definitely work.
The functions include:
- standard 2SLS (or IV estimation)
- spatial 2SLS (using WX as instruments for Wy)
- heteroskedastic robust spatial 2SLS (White adjusted variances)
Anyone who wants them and doesn't need a lot of hand holding can e-mail
me directly.
L.


On Dec 13, 2004, at 8:21 AM, Darla Munroe wrote:

> Is the spatial 2SLS developed by Kelejian available in spdep?  If not, 
> is it
> available anywhere else at this time?  (besides in SpaceStat).
>
>
>
> Thanks,
>
> Darla Munroe
>
>
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