[R-sig-Geo] testing linear combinations of coefficients after spatial regression

Roger Bivand Roger.Bivand at nhh.no
Sun Jul 3 16:54:16 CEST 2011

On Sat, 2 Jul 2011, Jason Sorens wrote:

> I'm interested in testing linear combinations of coefficients after models
> like spautolm, errorsarlm, and lagsarlm in the spdep package. I'm used to
> using "anova" for this, but the anova.sarlm implementation doesn't seem to
> permit it straightforwardly. For instance, if I wanted to testing something
> like b_1-.25*b_2=0, how would I go about doing that?

See the linearHypothesis() methods in the car package. I think that, after 
someone has checked that all is as it should be, sarlm objects could get a 
vcov() method, which they do not have now. These work formally, but are 
not checked:

lmobj <- lm(CRIME ~ HOVAL+INC, data=columbus)
linearHypothesis(lmobj, "HOVAL-INC=0", test="Chisq")
lagobj <- lagsarlm(CRIME ~ HOVAL+INC, data=columbus,
linearHypothesis(lagobj, "HOVAL-INC=0", test="Chisq",
errobj <- errorsarlm(CRIME ~ HOVAL+INC, data=columbus,
linearHypothesis(errobj, "HOVAL-INC=0", test="Chisq",

Please do check that this is an appropriate use of the returned values 
when fitted using eigenvalues. Other steps would be needed when a (mixed) 
numerical Hessian is used to approximate the variance/covariance matrix of 
the coefficients. Then a vcov() method could be added for sarlm objects, 
but it needs caution and analysis.

Hope this helps,


> 	[[alternative HTML version deleted]]
> _______________________________________________
> R-sig-Geo mailing list
> R-sig-Geo at r-project.org
> https://stat.ethz.ch/mailman/listinfo/r-sig-geo

Roger Bivand
Department of Economics, NHH Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no

More information about the R-sig-Geo mailing list