(sorry, posted this already yesterday, but the subject line was
incorrect then...)
R 2.7, WinXP
Hi,
I am interested in estimating the spatial autoregressive lag model
y = rWy +Xb + e
where W is a square matrix of weights, r an autocorrelation parameter, b
a vector of coefficients, X a matrix of covariates.
There are several functions/packages in R that can estimate this model
(lnam in sna, lagsarlm in spdep). They work well. However, these all
assume normality and linearity.
I would like to run this model with y being a count or a probability.
This would "generalize" the autoregressive lag model. Unfortuntely, I
can't seem to find a function/package that is able to estimate this
exact model. Can anyone point me in the right direction?
thanks, Richard
BTW, I would also be interested in a package that can estimate a
generalized error model.
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