Hi dear List members:

I estimated a Spatial Simultaneous Auto-regressive Model using "spautolm" [
family="SAR"] and "lagsarlm" [type=lag].The estimated coefficients are
approximately equal but the Lambda estimated are somehow different.

In SAR using "spautolm":

Lambda: 0.023787 *LR test value: 2.8569* *p-value: 0.090982*


In SAR using "lagsarlm":

Rho: 0.019479, *LR test value: 1.964*, *p-value: 0.16108*
*
*
Setting significant level at 90% there would be significant Lambda for SAR
using "spautolm"while insignificant if using "lagsarlm".
I am wondering why it happens and which one is more accurate to report.

Thanks for your help
Roosbeh Nowrouzian
PhD Student
Department of Civil Engineering
University of Florida

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