[R-sig-Geo] Mean Effects SAR Model

Roger Bivand Roger.Bivand at nhh.no
Tue Apr 4 09:06:40 CEST 2006


On Mon, 3 Apr 2006, Larry Layne wrote:

> --On Monday, April 03, 2006 Roger Bivand wrote:
> 
> > OK. I can replicate this - there is still a bug in handling intercept-only
> > models in lagsarlm() with method="SparseM"; it was partly fixed in January
> > 2005. The equivalent model for errorsarlm() works:
> >
> > and the residuals are the same as for the lag model, as you can see. I'll
> > try to fix the problem tomorrow.
> >
> > Thanks for a helpful report.
> 
> Thanks very much for your help. Using residuals(lagsarlm(Y ~ 
> 1,method="eigen")) computes what I am looking for. Not sure why I was being 
> so dense with respect to specifying an intercept-only model. One of those 
> days.

The fix for the bug will be in the next release of spdep (0.3-23 or later)

Roger

> 
> Larry
> 

-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no




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