[R-sig-Geo] error message when running errorsarlm
evans324 at umn.edu
evans324 at umn.edu
Wed May 21 21:59:31 CEST 2008
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.
Ph.D. Candidate: Conservation Biology
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University of Minnesota
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