conditional autoregressive models

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conditional autoregressive models

giovanna jona lasinio
Does anyone know how to estimate via ML a conditional autoregressive model
(CAR as in Cressie 1993) using R?

Thanks
Giovanna Jona Lasinio
DSPSA University of Rome "La Sapienza"



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conditional autoregressive models

Roger Bivand
Administrator
On Thu, 30 Oct 2003, giovanna jona lasinio wrote:

> Does anyone know how to estimate via ML a conditional autoregressive model
> (CAR as in Cressie 1993) using R?
>

Not yet. As Brian Ripley pointed out in R News in 2001, where
functionality has been available in S-PLUS SpatialStats, there has been
less incentive to write R code. My guess would be that if one used
errorsarlm() in spdep as a template (with the functions being optimised)
then it wouldn't be too difficult to do - but returning an object of a
"carlm" class, for example. Next print(), anova(), and summary() classes.
Would anyone like to help?

Roger

> Thanks
> Giovanna Jona Lasinio
> DSPSA University of Rome "La Sapienza"
>
> _______________________________________________
> R-sig-Geo mailing list
> R-sig-Geo at stat.math.ethz.ch
> https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-geo
>

--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
e-mail: Roger.Bivand at nhh.no



Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway
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conditional autoregressive models

Luc Anselin
The main catch would be to make sure that W is symmetric, since
the variance becomes (I - rW)-1 not the cross product as in
SAR (which is guaranteed to be symmetric, irrespective of W).
Also, the EGLS part would be slightly different, since what is
needed is X'(I - rW)X not X'(I - rW)'(I - rW)X.
More fundamentally though, one should make sure there is a good
reason to use CAR rather than SAR, they imply different correlation
structures but also different conceptual models.
L.

On Thursday, October 30, 2003, at 07:03 AM, Roger Bivand wrote:

> On Thu, 30 Oct 2003, giovanna jona lasinio wrote:
>
>> Does anyone know how to estimate via ML a conditional autoregressive
>> model
>> (CAR as in Cressie 1993) using R?
>>
>
> Not yet. As Brian Ripley pointed out in R News in 2001, where
> functionality has been available in S-PLUS SpatialStats, there has been
> less incentive to write R code. My guess would be that if one used
> errorsarlm() in spdep as a template (with the functions being
> optimised)
> then it wouldn't be too difficult to do - but returning an object of a
> "carlm" class, for example. Next print(), anova(), and summary()
> classes.
> Would anyone like to help?
>
> Roger
>
>> Thanks
>> Giovanna Jona Lasinio
>> DSPSA University of Rome "La Sapienza"
>>
>> _______________________________________________
>> R-sig-Geo mailing list
>> R-sig-Geo at stat.math.ethz.ch
>> https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-geo
>>
>
> --
> Roger Bivand
> Economic Geography Section, Department of Economics, Norwegian School
> of
> Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
> Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
> e-mail: Roger.Bivand at nhh.no
>
> _______________________________________________
> R-sig-Geo mailing list
> R-sig-Geo at stat.math.ethz.ch
> https://www.stat.math.ethz.ch/mailman/listinfo/r-sig-geo
>



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Where is "spatial index" in spdep

hi_ono2001
In reply to this post by Roger Bivand
Hello.

 In "R spatial projects" site's ""Areal", it was written spdep supports
"spatial index".

 But no description in spdep's htmls in this archive.

 Could you tell me where is a description about this?

 Regards.



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Re: Where is "spatial index" in spdep

Roger Bivand
Administrator
On Fri, 31 Oct 2003, Hisaji Ono wrote:

> Hello.
>
>  In "R spatial projects" site's ""Areal", it was written spdep supports
> "spatial index".

I'll change the description. This only refers to the Assun??o/Reis
adjustment of Moran's I for rates, function EBImoran.mc(). I can see that
it can be misunderstood.

Roger

>
>  But no description in spdep's htmls in this archive.
>
>  Could you tell me where is a description about this?
>
>  Regards.
>
>
>

--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
e-mail: Roger.Bivand at nhh.no



Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway