On Thu, 27 Nov 2003, Roy Sanderson wrote: > Hello
Usually it is easier to send package questions directly to the package maintainer, because they may not interest the whole list. > > I'm very new to R (which is excellent), so apologies if this has already > been raised. In the spdep package, I'm trying to undertake an > autoregressive mixed model using the lagsarlm function. This is working > fine, but there does not appear to be a method of including an explanatory > variable without it automatically being included as a lagged term. I'm > after something along the lines of > > y = rho.W.y + x1 + x2 + lag(x2) > > but am only able to output > > y = rho.W.y + x1 + x2 + lag(x1) + lag(x2) > Using the old Columbus data set in the spdep package: > data(oldcol) > lagsarlm(CRIME ~ INC + HOVAL, data = COL.OLD, nb2listw(COL.nb)) > lagsarlm(CRIME ~ INC + HOVAL, data = COL.OLD, nb2listw(COL.nb), + type="mixed") give the standard lag and mixed model types, but you need to use type="lag" and include the spatially lagged x variable(s) manually: > WINC <- lag.listw(nb2listw(COL.nb), COL.OLD$INC) > lagsarlm(CRIME ~ INC + HOVAL + WINC, data = COL.OLD, nb2listw(COL.nb)) Hope this helps, Roger > Is there any way around this issue? > > Many thanks > Roy > > ---------------------------------------------------------------------------- > Roy Sanderson > Centre for Life Sciences Modelling > Porter Building > University of Newcastle > Newcastle upon Tyne > NE1 7RU > United Kingdom > > Tel: +44 191 222 7789 > > [EMAIL PROTECTED] > http://www.ncl.ac.uk/clsm > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > -- 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: [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
