Hello,
I think you can check R-INLA or hglm (new version) packages.

Best,

Martí Casals.




2014-03-21 12:24 GMT+01:00 Linus Holtermann <holtermann@hwwi.org>:

> Hello,
>
> i found the following working-paper: Corrado/Fingleton "Multilevel
> Modelling with Spatial Effects" (
> http://ideas.repec.org/p/str/wpaper/1105.html).
> I am interested in fitting a SAR-Multilevel Model as on page 10-11. The
> inclusion of the group-mean of Y  as exogen variable will result in a
> endogenity problem. Is it possible to fit these models with existing
> R-packages? I attach some data for Y, group-mean Y, X and "group". How can
> i fit the equation (23) on page 10?
> Moreover i am interested in fitting a model that is able to identify
> interactions effects (page 13-14). Is that possible in R?
>
> Another question regards spatial autocorrelation for Level-1 Units. For
> example, i have districts (Level-1) and regions (Level-2) and i anticipate
> spatial autocorrelation on Level-1. Can I use a classical spatial weigth
> matrix (e.g. 8 nearest neigbours (districts) weighted by inverse distance)
> where neigbours can be districts in the same or nearby regions and
> incorporate these spatial lag in the multilevel equation?
> In other words, can i replace the Level-1 regression in multilevel model
> with a classical spatial regression as used in the spdep-packages? Or do i
> face serious problems like cross-level-endogenity? Would a MCMC approach
> help?
>
> I know that These are some advanced questions, but i hope someone can help.
> Thanks,
>
> best regards,
>
>
> Linus Holtermann
> Hamburgisches WeltWirtschaftsInstitut gemeinnützige GmbH (HWWI)
> Heimhuder Straße 71
> 20148 Hamburg
> Tel +49-(0)40-340576-336
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>
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>


-- 
Martí Casals Toquero

Centre d' Investigació Biomèdica d'Epidemiología i Salut Pública

Agència de Salut Pública de Barcelona

Servei d' Epidemiologia

Tel. 932384545 extensió: 365

mcasals@aspb.es

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