R squared in lagsarlm

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R squared in lagsarlm

leonardomsevino
Hello,

I would like to know where I can find the Rsquared value in lagsarlm

Thanks

--
Leonardo Matheus Servino
Pós-Graduação em Evolução e Diversidade
Universidade Federal do ABC - UFABC - Centro de Ciências Naturais e Humanas

LED I - Laboratório de Evolução e Diversidade I - Bloco Delta, sala 202

Rua Arcturus, 3. Jardim Antares
09606-070 São Bernardo do Campo - SP

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Re: R squared in lagsarlm

Roger Bivand
Administrator
The Nagelkerke measure is optionally provided in the summary method:
Nagelkerke NJD (1991) A note on a general definition of the coefficient of
determination. Biometrika 78: 691-692.

See https://r-spatial.github.io/spdep/reference/summary.sarlm.html or
?summary.sarlm.

There is no "R squared" for these models, the likelihood ratio is a better
comparative measure.

Roger

On Wed, 20 Mar 2019, Leonardo Matheus Servino wrote:

> Hello,
>
> I would like to know where I can find the Rsquared value in lagsarlm
>
> Thanks
>
>

--
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: [hidden email]
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en

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N-5045 Bergen, Norway
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Re: R squared in lagsarlm

leonardomsevino
Thanks, and one more question: what parameters of SAR we should expose in
articles?

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Em qui, 21 de mar de 2019 às 10:09, Roger Bivand <[hidden email]>
escreveu:

> The Nagelkerke measure is optionally provided in the summary method:
> Nagelkerke NJD (1991) A note on a general definition of the coefficient of
> determination. Biometrika 78: 691-692.
>
> See https://r-spatial.github.io/spdep/reference/summary.sarlm.html or
> ?summary.sarlm.
>
> There is no "R squared" for these models, the likelihood ratio is a better
> comparative measure.
>
> Roger
>
> On Wed, 20 Mar 2019, Leonardo Matheus Servino wrote:
>
> > Hello,
> >
> > I would like to know where I can find the Rsquared value in lagsarlm
> >
> > Thanks
> >
> >
>
> --
> Roger Bivand
> Department of Economics, Norwegian School of Economics,
> Helleveien 30, N-5045 Bergen, Norway.
> voice: +47 55 95 93 55; e-mail: [hidden email]
> https://orcid.org/0000-0003-2392-6140
> https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
>


--
Leonardo Matheus Servino
Pós-Graduação em Evolução e Diversidade
Universidade Federal do ABC - UFABC - Centro de Ciências Naturais e Humanas

LED I - Laboratório de Evolução e Diversidade I - Bloco Delta, sala 202

Rua Arcturus, 3. Jardim Antares
09606-070 São Bernardo do Campo - SP

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Re: R squared in lagsarlm

Roger Bivand
Administrator
Do not post HTML-mail!

What do you mean by: "what parameters of SAR we should expose"? What do
you mean by SAR? Do you mean the SAR model (simultaneous autoregressive
model, a.k.a. the simultaneous spatial error model) or the SAR model
(spatial autoregressive model a.k.a. the simultaneous spatial lag model)?
If the spatial lag model, only ever report impacts, never report the
betas. Please be more precise.

Roger

On Thu, 21 Mar 2019, Leonardo Matheus Servino wrote:

> Thanks, and one more question: what parameters of SAR we should expose in
> articles?
>
> <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail>
> Livre
> de vírus. www.avast.com
> <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail>.
> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
>
> Em qui, 21 de mar de 2019 às 10:09, Roger Bivand <[hidden email]>
> escreveu:
>
>> The Nagelkerke measure is optionally provided in the summary method:
>> Nagelkerke NJD (1991) A note on a general definition of the coefficient of
>> determination. Biometrika 78: 691-692.
>>
>> See https://r-spatial.github.io/spdep/reference/summary.sarlm.html or
>> ?summary.sarlm.
>>
>> There is no "R squared" for these models, the likelihood ratio is a better
>> comparative measure.
>>
>> Roger
>>
>> On Wed, 20 Mar 2019, Leonardo Matheus Servino wrote:
>>
>>> Hello,
>>>
>>> I would like to know where I can find the Rsquared value in lagsarlm
>>>
>>> Thanks
>>>
>>>
>>
>> --
>> Roger Bivand
>> Department of Economics, Norwegian School of Economics,
>> Helleveien 30, N-5045 Bergen, Norway.
>> voice: +47 55 95 93 55; e-mail: [hidden email]
>> https://orcid.org/0000-0003-2392-6140
>> https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
>>
>
>
>
--
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: [hidden email]
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
_______________________________________________
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Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway
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Re: R squared in lagsarlm

leonardomsevino
When a linear regression is used, usually the degree of freedom, F-value,
p-value are exposed, in text or in a table. In a lagsarlm, what parameters
we should expose?



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Re: R squared in lagsarlm

Roger Bivand
Administrator
On Thu, 21 Mar 2019, Leonardo Matheus Servino wrote:

> When a linear regression is used, usually the degree of freedom, F-value,
> p-value are exposed, in text or in a table. In a lagsarlm, what parameters
> we should expose?
>

None of these make any sense in this case. This model is fitted by maximum
likelihood, so likelihood-based measures may be appropriate, but the model
is also non-linear in the spatial coefficient, so it is simply not like
OLS. However, you could represent OLS in its maximum likelihood form,
correcting the t-values not to subtract k. The provided measure is a
likelihood ratio test of the model fitted with and without the spatial
coefficient (equivalent to a test of the spatial coefficient). You can run
your own LR tests against other alternatives, and the Nagelkerke measure
is also likelihood-based. STSLS may provide other measures, but they are
not OLS-based either, being IV. Just because a supervisor or referee wants
the same measures as OLS, it doesn't mean they can get them. Certainly you
should avoid p-values as they give little guidance.

Roger

>
>
> <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail>
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> de vírus. www.avast.com
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> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
>

--
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: [hidden email]
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
_______________________________________________
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Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway