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