Hello,

I am wondering if it is possible to run the following model through
lagsarlm in spdep package:

y = X \beta + \rho_{1}  W_{1} y + \rho_{2} W_{2} y + u

Thanks,

Antonio



2013/11/29 Roger Bivand <Roger.Bivand@nhh.no>

> On Wed, 27 Nov 2013, Antonio Bubbico wrote:
>
>  Hello,
>>
>> I would like to run a "generalized spatial two stage least squares" using
>> the sphet package,
>> where the model is given by:
>>
>> y = X \beta + \rho_{1}  W_{1} y + \rho_{2} W_{2} y + u
>> u = \lambda W u + \varepsilon
>>
>> Actually I don't know how to run that model in R, and obviously the
>> problem
>> is the second W in the first equation.
>>
>> Do you know if there is possibility to implement the code to run that kind
>> of model?
>>
>
> This model is not implemented in sphet or elsewhere in R packages as far
> as I know in any form. A reference to something similar is:
>
> http://ideas.repec.org/p/ces/ceswps/_2356.html
>
> but you may know this already. The domain of a process of this kind is
> something which has not been exhaustively studied.
>
> Hope this clarifies,
>
> Roger
>
>
>> Regards,
>>
>> Antonio Bubbico.
>>
>>
>>
> --
> Roger Bivand
> Department of Economics, 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
>
>


-- 
Research Assistant University College Dublin
PhD Candidate Università degli Studi di Bologna

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