[R-sig-Geo] difference in coeeficient variance calculated from the ANOVA table and from the imat covariance matrix

Rachel Chocron rachel.saf at mail.huji.ac.il
Thu Nov 20 10:44:16 CET 2014


Hello!
I used the function spdep.spautolm to calculate spatial regression:

*text="arsin_species_num_proportion  ~
I(POINT_X/100000)+I((POINT_X/100000)^2)+I(mean_400m/1000)+I((mean_400m/1000)^2)+I(summer_temperature)+I(sqr_temperature)+I(year_precipitation/1000)+I((year_precipitation/1000)^2)
+I(RANGE_400m/1000)+I((RANGE_400m/1000)^2)+LandCoverNum_400m+sqr_LandCoverNum_400m"*

*model400mSar <-spautolm(formula = as.formula(text), data = pointsDF, listw
= weightsb,  family = "SAR", method = "eigen", verbose = TRUE, zero.policy
= TRUE)*
*Then I wanted to retrieve the coefficient covariance matrix.*

So I did it using the imat object:
*model400mSar$fit$imat*

and I compared the variance of each coefficient according to the imat
object,
with the variance calculated from the ANOVA table extracted by:

*summary(model400mSar)$Coef*

and by square root the std. error of each coefficient

and the results were different.

I also tried the fdHess covarianve matrix but it also gave different
results.

*model400mSar$fdHess*

My question is:
How can I retrieve the covariance matrix of the coeeficients that is
presented in the ANOVA table?


Many thanks,
Rachel

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