[R-sig-Geo] extract values from errorsarlm/lagsarlm

Steve Hong seunghong at wisc.edu
Tue Jul 14 20:15:39 CEST 2009


Dear List,

I would like to extract values from outputs of errorsarlm and lagsarlm. For example (below), I need coefficient estimate, Std.Error, z value, p-value of coefficients, LL, and AIC etc. I tried "summary(ra7.eslm1)$coeff", it gives only coefficient estimates (not Std.Error, z-value, and p-value). Is there any easy way to extract those values and AIC and LL?

Thank you!

Steve Hong

> summary(ra7.eslm1)

Call:errorsarlm(formula = as.formula(p.table[1, 2]), data = dat.reg.s2[dat.reg.s2$Ring ==     j, ], listw = dist60sw)

Residuals:
      Min        1Q    Median        3Q       Max 
-1.341833 -0.325492  0.016638  0.324515  1.655912 

Type: error 
Coefficients: (asymptotic standard errors) 
               Estimate  Std. Error z value  Pr(>|z|)
(Intercept)  3.49216824  1.13367481  3.0804 0.0020672
Longitude   -0.00207240  0.00078979 -2.6240 0.0086902
oats        -0.59867535  0.15865798 -3.7734 0.0001611
nlcd.shrb    0.48767704  0.14537933  3.3545 0.0007950
grains      -0.13791687  0.03850805 -3.5815 0.0003416

Lambda: 0.029291 LR test value: 3.1375 p-value: 0.076512 
Asymptotic standard error: 0.0077779 z-value: 3.766 p-value: 0.00016591 
Wald statistic: 14.182 p-value: 0.00016591 

Log likelihood: -83.3854 for error model
ML residual variance (sigma squared): 0.28551, (sigma: 0.53433)
Number of observations: 104 
Number of parameters estimated: 7 
AIC: 180.77, (AIC for lm: 181.91)



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