[R-sig-Geo] heteroskedasticity corrections for lagsarlm() in spdep

Christian A.Oberst christian.oberst at gmail.com
Tue Nov 1 19:38:26 CET 2011


I tested the procedure from Marco and it worked fine under the recent spdep 
update (05-40). 

But are there any heteroskedastic corrections for the other spatial models 
(Spatial lag, SAC or Spatial Durbin) estimated with ML-estimations (lagsarlm, 
errorsarlm, sacsarlm)? I know that there is the sphet package (use sphet_1.1-0), 
but in this are as far as I see only GMM procedures included.

I am grateful for any suggestions

---
Christian A. Oberst
Doctoral Student
Vitória, ES
Brazil



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