On Tue, 19 Sep 2006, [EMAIL PROTECTED] wrote: > Hi > > I have a logistic regression model, and I would like to see if the > residuals of this model are spatially autocorrelated. I saw that the > lm.morantest function could be used to test for autocorrelation in > residuals from a linear model (lm). Does a similar function exist for > residuals of a logistic regression models? (one of the arguments of the > lm.morantest is an lm object: x.lm)
No, it doesn't. > I thought of extracting the residuals of my model (with the residuals > function) and then applying a moran.test, but I read that this wasn't > correct as there was no correction for the fact that these were residuals > (I didn't understand why). The classic reference is Cliff and Ord (1981) p. 200, section 8.2.4, who point out that sample model residuals are correlated anyway, because they are estimated using the fitted regression coefficients. An alternative they also mention but discard is to test n-k independent BLUS residuals, chosen by dropping k spatial units. They also state that "random permutations are not the appropriate reference set for testing the residuals". So lm.morantest() or its Saddlepoint approximation equivalent are the only game in town for Moran's I of regression residuals. Of course I can be computed, but the basis for inference will most likely be unsound. > Is there a way to specify that the moran.test is > applied to residuals, making it possible to use this function in my case? > I have a last question : if I extract residuals of the logistic models, > what type of residuals should I choose : deviance, pearson, working, > response, partial...? (All responsibility waived!!) If you replace the test: if(class(model) != "lm") in lm.morantest() with: if(!inherits(model, "lm")) lm.morantest() will "work" for some definition of work on glm objects using deviance residuals. Until somebody tests this properly, I would certainly not advise using the output for anything other than electron recycling. Hope this helps, Roger > I would be grateful for any help > Thanks > > Helene Guis > PhD student CIRAD - University of Franche-Comté, France. > [EMAIL PROTECTED] > > -------------------------------------------------------------------- > mail2web - Check your email from the web at > http://mail2web.com/ . > > _______________________________________________ > R-sig-Geo mailing list > R-sig-Geo@stat.math.ethz.ch > https://stat.ethz.ch/mailman/listinfo/r-sig-geo > -- Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: [EMAIL PROTECTED] _______________________________________________ R-sig-Geo mailing list R-sig-Geo@stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-sig-geo
