Hi Roger,

thanks for your help.

Now I get a result, but many variables that are significant at the error
and lag models, are not significant here.
In addition, few variables have statistically significant direct impact,
others indirect and others total.

e.g.


Simulated z-values:
                                 Direct    Indirect       Total


...
log(sqm)                   134.33514612  6.95584281 27.94811234
parking                      9.01409655  0.51593572  1.58416761
chimney                      4.20407856  1.15585250  1.67326910
auto_heat                    5.37231195  0.66981923  1.30766715
klima                        4.75291342  2.42475203  2.99642118
dist_cbd                     1.86144465 -2.04747304 -1.08141630
metro                       -0.29541702  2.75180894  3.47650020


...


This question does not have to do with the package's functions, but I would
appreciate any help because I'm not totally sure how to explain these
results.

Many thanks in advance for your help.

Dimitris

On 21 December 2011 14:48, Roger Bivand <Roger.Bivand@nhh.no> wrote:

> On Wed, 21 Dec 2011, Dimitrios Efthymiou wrote:
>
>  Hi all,
>>
>> I'm using the 'spdep' package of R, in a server with Ubuntu.
>> I'm trying to estimate a lagsarlm "mixed" model using 8.000 observations
>> of
>> house prices.
>>
>> until now, I can estimate the errorraslm, lagsarlm (lagged) and sacsarlm
>> without problem, but when I try to estimate the mixed lagsarlm, NAs appear
>> at the Std. Error, z-value and p columns of many variables.
>>
>
> This means that you have issues in the close correlations between the
> variables and lagged variables. If you use a trs= argument of MC traces,
> the finite difference estimate of the Hessian will be augmented as shown in
> LeSage & Pace (2009), and as the help page for lagsarlm says, the problem
> may go away. You need the series of traces of powers of W anyway for
> impacts(), so no extra effort is required. If the coefficient itself is
> dropped, a variable and its lag are aliased, but this isn't your case here.
>
> Hope this helps,
>
> Roger
>
>
>> Does anyone know what causes this?
>>
>> I'm using k-nearest neighbours = 12, the S-coding variance
>> - stabilising, and the LU method  (I concluded to these numbers and
>> methods
>> after experimentation in the other models).
>>
>>
>> Characteristics of weights list object:
>> Neighbour list object:
>> Number of regions: 8066
>> Number of nonzero links: 185518
>> Percentage nonzero weights: 0.2851475
>> Average number of links: 23
>> Non-symmetric neighbours list
>>
>> Weights style: S
>> Weights constants summary:
>>    n       nn   S0       S1       S2
>> S 8066 65060356 8066 630.5066 32982.99
>>
>>
>>
>>
>>  sessionInfo()R version 2.14.0 (2011-10-31)
>>>
>> Platform: x86_64-pc-linux-gnu (64-bit)
>>
>> locale:
>> [1] C
>>
>> attached base packages:
>> [1] splines   grid      stats     graphics  grDevices utils     datasets
>> [8] methods   base
>>
>> other attached packages:
>> [1] ape_2.8             ade4_1.4-17         car_2.0-11
>> [4] survival_2.36-10    nnet_7.3-1          gstat_1.0-10
>> [7] spacetime_0.5-7     xts_0.8-2           zoo_1.7-6
>> [10] rasterVis_0.10-7    hexbin_1.26.0       latticeExtra_0.6-19
>> [13] RColorBrewer_1.0-5  RANN_2.1.3          spdep_0.5-43
>> [16] coda_0.14-6         nlme_3.1-102        MASS_7.3-16
>> [19] Matrix_1.0-2        boot_1.3-3          ggplot2_0.8.9
>> [22] proto_0.3-9.2       reshape_0.8.4       plyr_1.6
>> [25] spgwr_0.6-13        spatstat_1.25-0     deldir_0.0-16
>> [28] mgcv_1.7-12         rgdal_0.7-5         maptools_0.8-10
>> [31] lattice_0.20-0      foreign_0.8-48      raster_1.9-55
>> [34] sp_0.9-91
>>
>> loaded via a namespace (and not attached):
>> [1] gee_4.13-17  tools_2.14.0
>>
>>
>> Many thanks in advance for your help.
>>
>> Dimitris
>>
>>
>>
>>
> --
> 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
>
>


-- 
Dimitrios Efthymiou, MSc
PhD Candidate
 National Technical University of Athens
Laboratory of Transportation Engineering (lte.survey.ntua.gr)
School of Rural and Surveying Engineering
T: +30 210 7721675 - F:+30 210 7722629
sites.google.com/site/efthymioudimitrios
defthym@mail.ntua.gr <defthym@central.ntua.gr>



 <http://lte.survey.ntua.gr/>

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