Dear all,
I am using a spatial lag regression model in a paper. I know already how to
get the total impacts of the model, but I don't know how to generate the
standard errors of the total impacts.
In this paper by Roger Bivand here*, these SE were "calculated using the
'estimable' function in the R gmodels package." I've checked the function
documentation but I couldn't really get my head around how to use it on
a lagsarlm lag model.
Can someone give me hand? There is a reproducible example below, but if any
of you could share a snippet of code you have already used this would be
very helpful already.
# reproducible example
data(oldcol)
COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, type="lag",
nb2listw(COL.nb, style="W"), method="eigen",
quiet=FALSE)
summary(COL.lag.eig, correlation=TRUE)
* http://openjournals.wu.ac.at/region/paper_107/107.html
best wishes,
Rafael H M Pereira
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