[R-sig-Geo] Confidence interval for SAR model regression fit (errorsarlm, package spdep)

[Tommaso Jucker]

Dear List,

I am modelling the relationship between species richness and an
environmental variable and want to compare the fit of an OLS regression with
that of a spatial model. I have used a SAR error model (errorsarlm()
function in spdep) from which I extracted and plotted the fit. However, I
would also like to plot a confidence interval for this fit. 

I know how to do this for an object of class “lm” using the predict.lm()
function which returns upper and lower confidence intervals for each
estimate. However, the predict.sarlm() function is slightly different as it
reports the trend (non-spatial smooth) and signal (spatial smooth), the sum
of which is used to estimate the fit. 

I was wondering if anyone knew if/how it is possible to obtain confidence
estimates for a regression line generated from a SAR error model.

Thanks in advance for any suggestions.

Cheers,

Tommaso Jucker
--
Tommaso Jucker
Ph.D. student
Forest Ecology and Conservation Group
Department of Plant Sciences
University of Cambridge
e-mail: tommasojucker at gmail.com


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