[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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