Hello,

 

I have a city water use dataset with almost 12000 observations.  I am
using spdep.  I am using K nearest neighbours (4) to build the neighbour
list.  I am trying to estimate a model to predict household water use,
controlling for a set of independent variables like lot size, house
size, etc.  The spatial model diagnostics, lm.LMtests, suggests that
there is both a spatial error and a spatial lag in the data.  However,
on the lm estimations (lagsarlm,errorsarlm), report that the system is
singular.  I can estimate the model using GMerrorsar and lagmess.
However, gstsls exits with the same error as the lm estimations.

 

Is there a function I am missing to estimate a model with both spatial
autocorrelation and a spatial lagged dependent variable that won't have
the singularity problem?

 

Thanks,

 

John.

 

--------------------

Dr. John Janmaat

Department of Economics

I.K. Barber School of Arts and Sciences

University of British Columbia - Okanagan Campus

3333 University Way, Kelowna, BC

V1V 1V7

Tel: (250)807-8021

WWW: http://people.ok.ubc.ca/jjanmaat/

 


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