[R-sig-Geo] How to estimate a SDM with IV method?

Paolo Veneri p.veneri at univpm.it
Tue Jul 13 18:14:09 CEST 2010


I have a cross section of 158 spatial units. Robust LM tests suggest me to
estimate a Spatial Durbin Model (SDM). However, given the non-normality of
OLS residuals, the presence of
heteroschedasticity and the presence of one endogenous explanatory
variable, I should not use the classic "lagsarlm" function, since I should
not use ML methods.
The point is that I did not find any package in R that estimate a SDM with
IV method (hence correcting for endogeneity and heteroschedasticity).

Would you suggest any strategy?


More information about the R-sig-Geo mailing list