[R-sig-Geo] interpreting SAR and CAR outputs

Corey Sparks corey.sparks at UTSA.EDU
Wed Jun 27 14:06:54 CEST 2012


Hi,
I would examine the Lagrange multiplier specification tests from a lm() fit.
like:
fit1<-lm(yield~Temp+precept, data=data)
lm.LMtest(fit1, listw=ND_queenW, test="all")

and see which of the tests has the "largest" significant test statistic.
That will let you know if your data follow a lag or error process. It may be
appropriate to fit a model with lagsarlm().
Overall I would say there is not much difference between these two models,
based on the small difference in AIC, it really depends on whether you
believe the way each is modeling the data, SAR specification, versus the
first order Markov assumption of the CAR model. 
I would definitely check out the specification tests.
Best,
Corey

Corey Sparks
Assistant Professor
Department of Demography
College of Public Policy
501 West Cesar E Chavez Blvd
Monterrey Building 2.270C
San Antonio, TX 78207
corey.sparks 'at' utsa.edu
210 458 3166


-----
Corey Sparks
Assistant professor
Department of Demography
The University of Texas at San Antonio
501 West Cesar E Chavez Blvd
San Antonio TX 78207
Corey.sparks 'at' utsa.edu
210 458 3166 <tel:210%20458%203166>
Latitude: 29.423614  /  Longitude: -98.504282
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