Thanks Roger.

I will have a look at it.

Andreas
12. mars 2014 09:59 skrev "Roger Bivand" <Roger.Bivand@nhh.no> følgende:

> On Tue, 11 Mar 2014, Andreas Forø Tollefsen wrote:
>
>  Hi,
>>
>> I wanted to ask if anyone know of particular diagnostics plot for sarlm
>> objects.
>>
>
> Do you mean Haining-style plots (DOI: 10.1111/j.1467-9787.1994.tb00870.x)
> or others?
>
>  In addition, it would be great to be able to plot create effect plots for
>> the models fitted. Is this possible?
>>
>>
> The answer is no, and more no now than before. Until a few years ago,
> lagsarlm() returned a fitted lm object from (y - \rho W y) ~ X, but it no
> longer does so (the fitted object included its fitting environment which
> made objects arbitrarily large on serialisation). You can re-create this
> with:
>
> library(spdep)
> data(oldcol)
> COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
>  nb2listw(COL.nb, style="W"))
> lmobj <- lm(COL.lag.eig$tary ~ COL.lag.eig$tarX - 1)
>
> but variable names, etc, are messed up. If you reconstruct them:
>
> CRIME <- COL.lag.eig$tary
> INC <- COL.lag.eig$tarX[,2]
> HOVAL <- COL.lag.eig$tarX[,3]
> lmobj <- lm(CRIME ~ INC + HOVAL)
> library(effects)
> plot(effect("INC:HOVAL", lmobj))
>
> works, but the lm() variance-covariance of the coefficients matrix is
> wrong (omitted interaction with \rho). For errorsarlm(), the lm()
> variance-covariance is OK if the model is correctly specified. To do this
> properly would involve writing an Effect method to suit, and finding out
> how to add output components (terms?) to errorsarlm, lagsarlm and sacsarlm
> to permit them to flow through effect. The crucial thing would be to pass
> the correct variance-covariance matrix through, I think.
>
> This is worth doing, contributions welcome!
>
> Roger
>
>
>  Thanks!
>>
>> Andreas
>>
>>         [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> R-sig-Geo mailing list
>> R-sig-Geo@r-project.org
>> https://stat.ethz.ch/mailman/listinfo/r-sig-geo
>>
>>
> --
> 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
>

	[[alternative HTML version deleted]]

