Hi Roger,

You wrote: "If both spatial coefficients are significant in a general model,
you know with little chance of mistake that your model is badly
misspecified".
I am assuming that you mean the Rho coefficient (lagged dependent) and the
lagged coefficients (for the independent variables) in the spatial Durbin
model.
What about a situation where using lm.LMtests function one can make a
decision for a lag or error model but using spatial Durbin model in any
situation (meaning when error or lag is a better fit) the lagged dependent
and some of the lagged independent are significant?  So does that still mean
that the model is misspecified?

Another information if it can be helpful: when I compare the spatial Durbin
fit with with the error or lag and use LR.sarlm to compare the
models, Durbin model shows always a better fit.

Thanks,

Adrian


On Fri, Jun 19, 2009 at 12:29 PM, Roger Bivand <Roger.Bivand@nhh.no> wrote:

> On Fri, 19 Jun 2009, youngbin wrote:
>
> Hi,
>>
>> 1. While conducting spatial regression models, R does not directly provide
>> the Rsquared values. Does anybody have an idea how to get the Pseudo
>> Rsquared values in spatial regression models?
>>
>
> The models are fitted with maximum likelihood, so R squared is not a very
> suitable measure, although I'm sure you can find various ways of computing
> them. On the other hand, you can also get the AIC and log-likelihood for OLS
> and some other models, and they also provide a way of comparing models.
>
>
>> 2. Regarding spatial regression models, how to conduct the general spatial
>> model which both the lag and error are included?
>>
>>
> This is not provided, and is not even well understood in spatial statistics
> (there are very complicated interactions between the lag and error
> components). Spatial Durbin models do provide a general structure within
> which both lag and error models nest. If both spatial coefficients are
> significant in a general model, you know with little chance of mistake that
> your model is badly misspecified, I'm afraid. The only possible alternative
> is that you have well-motivated behavioural models for both processes and
> their interactions.
>
> Hope this helps,
>
> Roger
>
> Thanks
>>
>> youngbin
>>
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>>
>>
> --
> Roger Bivand
> Economic Geography Section, Department of Economics, Norwegian School of
> Economics and Business Administration, Helleveien 30, N-5045 Bergen,
> Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
> e-mail: Roger.Bivand@nhh.no
>
>
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