[R-sig-Geo] AIC/R^2 in splm

Maryia Bakhtsiyarava bakht013 at umn.edu
Mon Feb 15 03:58:42 CET 2016

Dear list members,

I am estimating a spatial lag model with time-period fixed effects using
package splm. I would like to obtain some goodness-of-fit measures for my
models but I cannot figure out how to do it. The traditional AIC extraction
function doesn't work for a an object of class "splm".

The only thing I can extract is the log likelihood, using which in theory I
can calculate AIC, but even in that case I am not sure about the degrees of
freedom to use in the calculation (do I count time dummies, lag and
intercept as parameters?). I tried df.residual(model) but I got NULL.

Is there another way to obtain AIC and/or R^2? I am sure people encountered
this problem before, so if you have any advice on how to obtain model
statistics, I would greatly appreciate it.

Thank you,
Maryia Bakhtsiyarava
Graduate student
Department of Geography, Environment and Society
University of Minnesota, Twin Cities

Research Assistant
TerraPop Project
Minnesota Population Center

414 Social Sciences, 267 19th Ave S, Minneapolis, MN 55455

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