[R-sig-Geo] (no subject)

[Roger Bivand]

On Tue, 21 Aug 2007, Sam Field wrote:

> List,
>
> I am looking for ways of estimating spatial autoregression models that adjust
> for a known source of heteroskedaticity and the Waller and Gotway (2004) text
> outline how this can be done in the case of the SAR model.  If I work at it, I
> think I can implement this myself in R, but I wanted to see if anybody else had
> done it. It seems like a pretty straightforward generalization of the SAR model
> and would make a very helpful addition to the spatial regression tools in
> spdep - especially given the effects of heteroskedaticity on the consistency of
> the SAR parameters!

?spautolm

The examples reproduce the results in Waller & Gotway, perhaps apart from 
a flattish function to optimise in the weighted CAR case. spautolm() now 
provides weighted or unweighted SAR, CAR, and SMA. Sparse matrix methods 
are available for SAR and CAR, SAR when spatial weights are symmetric or 
similar to symmetric (CAR weights have to be symmetric).

Roger

>
> Sam
>
>
>
>
>

-- 
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