[R-sig-Geo] Spatial Lag and Error Model

[Roger Bivand]

On Thu, 24 Mar 2011, Janmaat, John wrote:

>
>
> -----Original Message-----
> From: Janmaat, John
> Sent: Thursday, March 24, 2011 3:40 PM
> To: 'Roger.Bivand at nhh.no'
> Subject: RE: [R-sig-Geo] Spatial Lag and Error Model
>
> Hello Roger,
>
> Thanks for your reply.
>
> A code snippet:
>
> nl <- knearneigh(cbind(wd2$Long,wd2$Lat),k=4)
> nb <- knn2nb(nl)
> weightings <- nb2listw(nb)
> wd.GMerrorsarSum <- gstsls(frmWin, data=wd2,weightings)
>
> The error message:
>
> Error in solve.default(QQ, Qye) :
>  system is computationally singular: reciprocal condition number =
> 4.20784e-28
>
> There are 10,996 observations.

You did not provide sessionInfo() output. If you update spdep, you'll find 
that this issue (of poorly conditioned crossproduct matrices in the stsls 
step) was addressed in December 2010, and the current release should work.

The code and error messages from errorsarlm() and lagsarlm() will probably 
also show other misunderstandings, but that can be addressed if you post 
them.

Hope this helps,

Roger

>
> The dataset has been processed to remove any overlapping points (no zero
> distances) and to remove points that do not have at least one neighbour
> within 100m.  Overlapping points existed as accounts would change when a
> resident moved, leading to multiple observations for a single lot.  This
> is what I originally thought could be the issue, as there are then zero
> distances.  It has also had all observations with NA removed.  The model
> represented in frmWin is solved fine by lm(), with no variables dropped.
>
> I'm not sure how to check for near linear dependence in WX though, so I
> would appreciate it if you could direct me there.
>
> I am using k nearest neighbours, as opposed to rook or queen as my data
> has lat and long for the lot centroid, as opposed to a polygon for each
> lot.
>
> There are some natural boundaries within the data, such that it can be
> divided into subsets where within each subset the neighbour list for the
> observations in the subset is no different from that generated for the
> whole dataset.  I have also done an analysis separately for such
> subsets, with the same result.
>
> Thanks in advance for any suggestions.
>
> John.
>
> -----Original Message-----
> From: Roger Bivand [mailto:Roger.Bivand at nhh.no]
> Sent: Thursday, March 24, 2011 1:27 AM
> To: Janmaat, John
> Cc: r-sig-geo at r-project.org
> Subject: Re: [R-sig-Geo] Spatial Lag and Error Model
>
> On Wed, 23 Mar 2011, Janmaat, John wrote:
>
>> Hello,
>>
>>
>>
>> I have a city water use dataset with almost 12000 observations.  I am
>> using spdep.  I am using K nearest neighbours (4) to build the
> neighbour
>> list.  I am trying to estimate a model to predict household water use,
>> controlling for a set of independent variables like lot size, house
>> size, etc.  The spatial model diagnostics, lm.LMtests, suggests that
>> there is both a spatial error and a spatial lag in the data.  However,
>> on the lm estimations (lagsarlm,errorsarlm), report that the system is
>> singular.  I can estimate the model using GMerrorsar and lagmess.
>> However, gstsls exits with the same error as the lm estimations.
>>
>> Is there a function I am missing to estimate a model with both spatial
>> autocorrelation and a spatial lagged dependent variable that won't
> have
>> the singularity problem?
>>
>
> Well, what we are missing are the verbatim error messages and function
> calls. It may well be that your diagnosis of the problem is not precise
> enough, especially as the code used depends on your choice of input
> arguments. Does lm() of the same model report any unfitted coefficients
> (are there near-linear dependencies present in the X variables, or
> between
> X and WX)?
>
> Roger
>
>>
>>
>> Thanks,
>>
>>
>>
>> John.
>>
>>
>>
>> --------------------
>>
>> Dr. John Janmaat
>>
>> Department of Economics
>>
>> I.K. Barber School of Arts and Sciences
>>
>> University of British Columbia - Okanagan Campus
>>
>> 3333 University Way, Kelowna, BC
>>
>> V1V 1V7
>>
>> Tel: (250)807-8021
>>
>> WWW: http://people.ok.ubc.ca/jjanmaat/
>>
>>
>>
>>
>> 	[[alternative HTML version deleted]]
>>
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>>
>
>

-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, 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