[R-sig-Geo] spatial 2SLS

[Mihai Nica]

Greetings:

I would like to take advantage of this thread and ask if there is a way to
"enhance" the code in spdep. I have a dataset with 3030 observations and two
independent variables. On the same old computer it runs great in GeoDa, but
fails in R. I assume it is a memory issue, but having two different ways to
check my results would be great.

Thanks,

Mihai Nica
Jackson State University
155 B Parkhurst Dr.
Jackson, MS 39202
601 914 0361

----- Original Message ----- 
From: "Luc Anselin" <anselin at uiuc.edu>
To: "Darla Munroe" <munroe.9 at osu.edu>
Cc: <r-sig-geo at stat.math.ethz.ch>
Sent: Monday, December 13, 2004 8:36 AM
Subject: Re: [R-sig-Geo] spatial 2SLS


> 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
> >
> >
> > [[alternative HTML version deleted]]
> >
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> >
>
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