[R-sig-Geo] spatial 2SLS

[Danlin Yu]

Dear Mihai Nica:

    I think it is a memory issue, too. I ran into the same problem when
using around 3000 observations. Although I used memory.size() to increase
the memroy allocation size, spdep took too long to run.

    The problem, I think, might be due to the fact that spdep's spatial
autoregressive models use the exact method (correct me if I am wrong),
while GeoDa uses an approximatioin method (see the paper "Fast maximum
likelihood estimation of very large spatial autoregressive models: a
characteristic polynomial approach", in Computational Statistics & Data
Analysis 35 (2001) 301-319). If the method could be incorporated in R, it
will be great.

    Danlin

On Mon, 13 Dec 2004, Mihai Nica wrote:

> 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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> 
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    Sincerely,
    Danlin Yu

----------------------------------
Lecturer, Ph.D. Candidate
Department of Geography
University of Wisconsin, Milwaukee
Tel: (414)229-3943
Fax: (414)229-3981
Email: danlinyu at uwm.edu