[R-sig-Geo] weighted spatial autoregression

[Sam Field]

Thanks Roger!

Sorry about omitting the subject line.  I have been working with errorsarlm() - 
did not know about spautolm().  Do you know if there is something analogous 
possible in the case of the spatial lag model,

Y = pWY + XB + e ?

I was going to start looking into it.

thanks!


Sam




Quoting Roger Bivand <Roger.Bivand at nhh.no>:

> 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
> 
> 


-- 
********Note the new contact information*******

Samuel H. Field, Ph.D. 
Senior Research Investigator
CHERP/Division of Internal Medicine - University of Pennsylvania
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