[R-sig-Geo] error message when running errorsarlm

[evans324 at umn.edu]

On May 21 2008, Roger Bivand wrote:

>On Wed, 21 May 2008, evans324 at umn.edu wrote:
>
>> Thanks. I upgraded and updated everything and got a better result.
>
>Does that mean that you get a sensible lambda for your model now - the 
>line search leads somewhere other than a boundary of the interval?

I apologize for being unclear. I actually upgraded R and updated packages, 
then ran errorsarlm with method="Matrix" and got the same error messages 
I'd had previously (i.e., the search led to the boundary of the interval). 
I then tried your other suggestion and used method="spam" and got a result 
with no error messages.
 
>> However, I'm not 100% sure that I'm using the correct command to 
>> accomplish what I need to accomplish. My OLS model has significant 
>> spatial autocorrelation (RLMlag is not significant and RLMerror is) and 
>> heteroscedasticity. I had hoped to use errorsarlm then run White's 
>> standard errors to address this, but I find that hccm(car) requires a 
>> .lm object. Looking through old threads, I found one that suggests using 
>> spautolm is such situations. Does spautolm address both spatial 
>> autocorrelation and heteroscedasticity?
>
>There are different traditions. Econometricians and some others in social 
>science try to trick the standard errors by "magic", while epidemiologists 
>(and crime people) typically use case weights - that is model the 
>heteroscedasticity directly. spautolm() can include such case weights. I 
>don't think that there is any substantive and reliable theory for 
>adjusting the SE, that is theory that doesn't appeal to assumptions we 
>already know don't hold. Sampling from the posterior gives a handle on 
>this, but is not simple, and doesn't really suit 10K observations.
>
Can you explain "magic" a little further? I'm running this for a professor 
who is a bit nervous about black box techniques and I'd like to be able to 
offer him a good explanation. I think he'll just have me calculate White's 
standard errors and ignore spatial autocorrelation if I can't be clearer.
 
Thanks again.

Heather

-- 
Heather Sander
Ph.D. Candidate:  Conservation Biology
Office:  305 Ecology & 420 Blegen
Mail:  
University of Minnesota
Dept. of Geography
414 Social Science Bldg.
267 19th Ave. S.
Minneapolis, MN 55455
USA