Dear Mr. Bivand,

Like the prplot function from the faraway package, I am trying to find a way
to make partial residuals plots from a simultaneous autoregressive error
model. When I look at the list of parameters from the SAR model ouput, I am
just lost when trying to rebuild the correct SAR equation which should help
me to make the partial plots...

Would you have an idea ?

Thank you in advance for your attention.

Kind regards

Clement Tisseuil (PhD)
Muséum National d'Histoire Naturelle
Equipe BOREA
Paris




********************************************************************
>> Please *do* write to the R-sig-geo list rather than to me directly -
>> others can answer your question as well, perhaps better, and in a more
>> timely way than I can. In addition, threads in the list can be searched
in
>> the archives, so others can avoid the same problem later.
>>
>> Depending on which version of spdep you are running, the following may
work:
>>
>> library(spdep)
>> data(oldcol)
>> COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
>>  nb2listw(COL.nb, style="W"), method="eigen")
>> tarlm <- lm(COL.errW.eig$tary ~ COL.errW.eig$tarX - 1)
>> library(faraway)
>> prplot(tarlm, 1)
>> prplot(tarlm, 2)
>>
>> but I think it grabs the whole matrix name in creating the labels. Maybe:
>>
>> df0 <- as.data.frame(COL.errW.eig$tarX)
>> names(df0) <- names(COL.errW.eig$coefficients)
>> df <- cbind(y=COL.errW.eig$tary, df0[,-1])
>> str(df)
>> tarlm <- lm(y ~ INC + HOVAL, data=df)
>> prplot(tarlm, 1)
>> prplot(tarlm, 2)
>>
>> The plots look the same, the first version is less code, but prplot()
gets the legends wrong,
>> and does not accept xlab=, ylab= to correct the problem. The tarX
component includes
>> the (I - \lambda W) X, which are the X you would need here, I think, not
the unfiltered X.
>>
>> Hope this helps,
>>
>> Roger
>>
>>
>> --
>> Roger Bivand
>> Department of Economics, NHH Norwegian School of Economics,
>> Helleveien 30, N-5045 Bergen, Norway.
>> voice: +47 55 95 93 55; fax +47 55 95 95 43
>> e-mail: Roger.Bivand@nhh.no

-- 
Clément

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