[R-sig-Geo] Heteroscedasticity in Spatial Error Model

[Roger Bivand]

On Sun, 13 Aug 2017, Javier García wrote:

> Hello again:
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> Please, could anyone tell me how to estimate robust standard errors for a
> spatial error model? The residuals of my model show heteroscedasticity
> evidence, but the functions I have looked at only work with lm type objects.
>

The documented approaches use GM rather than ML for fitting - see the 
sphet package and https://www.jstatsoft.org/index.php/jss/issue/view/v063. 
You should really try to remove the sources of model mis-specification 
instead of spreading coefficient standard errors by guesswork. The may 
stem from MAUP, missing covariates and/or wrong functional forms.

Roger

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> Thanks a lot in advance.
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> Javi
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> JAVIER GARCÍA
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> Departamento de Economía Aplicada III (Econometría y Estadística)
>
> Facultad de Economía y Empresa (Sección Sarriko)
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-- 
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
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Editor-in-Chief of The R Journal, https://journal.r-project.org/index.html
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