All,
I have found packages for LM averaging ("bms", "bma", and "bas").
The model averaging for spatial econometrics I'm referring to is explored
in several papers:
James P. LeSage and Olivier Parent -- "Bayesian Model Averaging for Spatial
Econometric Model" (2006),
Leslie W. Hepple - "Bayesian Model Choice in Spatial Econometrics" (2003)
... and others
These employ Madigan and York's (1995) MC3 methodology to address model
uncertainty from choice of spatial weights and from choice of regressors.
Is anyone aware of implementation in R of BMA for spatial models?
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