Dear list

I want to extend the spatial regression functions in spdep to do
spatiotemporal regression. That is, instead of lambaW (lambda is
autocorrelation parameter, W is the weighting matrix) I partition W to
spatial(S), temporal(T) and spatial temporal (ST and TS) weight matrices
(phi1S+phi2T+phi3ST+phi4TS) I am working to implement this inside the code
for the “spautolm”, It uses optimize method to get a value for lambda that
maximizes the logliklihood fuction for the family chosen however I am
puzzled as how to make the code “optimize” for 4 parameters instead of one
(also the meaning of “.opt.fit” in the optimize formula), also how to make
the logLik work for this type of the algorithm. I would appreciate even the
smallest of clues.

Ebrahim Jahanshiri

UPM, ITMA,

Spatial and Numerical lab.

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