[R-sig-Geo] How to access p-values of lagsarlm coefficients?
Roger.Bivand at nhh.no
Thu Apr 30 18:33:15 CEST 2009
On Thu, 30 Apr 2009, Danlin Yu wrote:
> For the SARLM objects (be it lag or error), the p-values are replaced by the
> calculated z-values, and significance tests follow similar ways as in using
> the p-values.
> Hope this helps.
> Loechl Michael ??:
>> Dear list,
>> is there a way to access the p-values of the coefficients in a
COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
that is, get them from the object returned by summary() of the sarlm
object for the regression coefficients. For rho, you have the LR test
(inside c() to drop unneeded attributes), and if method="eigen", you also
have the p.value of the Wald statistic, which is the same as the
asymptotic test on rho, even though computed differently:
Does that give you what you need?
>> Any hint is appreciated.
>> Best regards,
>> [[alternative HTML version deleted]]
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