[R-sig-Geo] How to test spatial dependence in errorsarlm

[Javier García]

Hello everybody:

 

I have estimated a spatial error model and now I would like to test whether
that model has really “deleted” the spatial dependence. For the spatial lag
model and for the Durbin model the function lagsarlm gives the LM test for
residual autocorrelation test value, but the function errorsarlm does not.
Does anyone know how to do it in R?

 

Thanks a lot in advance.

 

Javi

 

	


JAVIER GARCÍA 

 

Departamento de Economía Aplicada III (Econometría y Estadística)

Facultad de Economía y Empresa (Sección Sarriko)
Avda. Lehendakari Aguirre 83

48015 BILBAO
T.: +34 601 7126 F.: +34 601 3754
 <http://www.ehu.es/> www.ehu.es 

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acion/manual_id_corp/es_manual/images/firma_email_upv_euskampus_bilingue.gif

 

 

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