[R-sig-Geo] Simultaneous autoregressive model with temporal dimension

[Mingke Li]

Thank you Roger. I'll look into the package.

Erin
________________________________
From: Roger Bivand <Roger.Bivand using nhh.no>
Sent: April 9, 2019 2:30 PM
To: Mingke Li
Cc: R-sig-geo Mailing List
Subject: Re: [R-sig-Geo] Simultaneous autoregressive model with temporal dimension

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On Tue, 9 Apr 2019, Mingke Li wrote:

> Dear list,
>
>
> I???m currently working with the simultaneous autoregressive mixed
> models by ???lagsarlm??? function in the package ???spdep???. I have 5
> years??? data in 5 separate datasets, and the locations of the sample
> points (and also the sample size) don't vary from year to year; each
> sample point has different observed values in different years. Based on
> the 5 datasets, now I have 5 models, with the common set of predictors
> but different values (coefficients) from year to year.
>
>
> My question is, how can I get a ???generalized??? simultaneous
> autoregressive model for all years? In other words, can I extend my
> current model to a mixed model like GLMM by introducing the year as a
> random effect, as implemented in ???lme4::glmer???? How should I add in
> the temporal dimension in the simultaneous autoregressive model?
>

Please try the splm package; it is based on the plm package approach, but
includes spatial panel models. As far as I am aware, few of the mixed
models support an mrf spatially structured random effect that is not ICAR.

Hope this helps,

Roger

>
> Any thoughts or advice are welcome. Thank you in advance.
>
>
> Erin
>
>
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>
>

--
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: Roger.Bivand using nhh.no
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en

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