conditional autoregressive models

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conditional autoregressive models

giovanna jona lasinio
My interest in CAR is mainly didactic. I'm teaching spatial stat. and all
applications are made with R. I believe it maybe useful for research and
didactic purposes to have CARs implemented in R. I'll try to modify
errorsarlm and if I succeed I'll let you know. Any further suggestion will
be greatly appreciated!! :)

Thanks
Giovanna Jona Lasinio


>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"
>>
>> _______________________________________________
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>> R-sig-Geo at stat.math.ethz.ch
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>>
>
> --
> 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