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spatialreg (version 1.3-5)

Spatial Regression Analysis

Description

A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now in 'spdep'. These model fitting functions include maximum likelihood methods for cross-sectional models proposed by 'Cliff' and 'Ord' (1973, ISBN:0850860369) and (1981, ISBN:0850860814), fitting methods initially described by 'Ord' (1975) . The models are further described by 'Anselin' (1988) . Spatial two stage least squares and spatial general method of moment models initially proposed by 'Kelejian' and 'Prucha' (1998) and (1999) are provided. Impact methods and MCMC fitting methods proposed by 'LeSage' and 'Pace' (2009) are implemented for the family of cross-sectional spatial regression models. Methods for fitting the log determinant term in maximum likelihood and MCMC fitting are compared by 'Bivand et al.' (2013) , and model fitting methods by 'Bivand' and 'Piras' (2015) ; both of these articles include extensive lists of references. A recent review is provided by 'Bivand', 'Millo' and 'Piras' (2021) . 'spatialreg' >= 1.1-* corresponded to 'spdep' >= 1.1-1, in which the model fitting functions were deprecated and passed through to 'spatialreg', but masked those in 'spatialreg'. From versions 1.2-*, the functions have been made defunct in 'spdep'.

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install.packages('spatialreg')

Monthly Downloads

7,971

Version

1.3-5

License

GPL-2

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Last Published

August 19th, 2024

Functions in spatialreg (1.3-5)

ME

Moran eigenvector GLM filtering
spBreg_lag

Bayesian MCMC spatial simultaneous autoregressive model estimation
ML_models

Spatial simultaneous autoregressive model estimation by maximum likelihood
aple.mc

Approximate profile-likelihood estimator (APLE) permutation test
aple.plot

Approximate profile-likelihood estimator (APLE) scatterplot
LR.Sarlm

Likelihood ratio test
GMerrorsar

Spatial simultaneous autoregressive error model estimation by GMM
MCMCsamp

MCMC sample from fitted spatial regression
lextrB

Find extreme eigenvalues of binary symmetric spatial weights
lmSLX

Spatial Durbin linear (SLX, spatially lagged X) model
as.spam.listw

Spatial neighbour sparse representation
do_ldet

Spatial regression model Jacobian computations
griffith_sone

Spatial weights matrix eigenvalues
set.mcOption

Options for parallel support
invIrM

Compute SAR generating operator
spautolm

Spatial conditional and simultaneous autoregression model estimation
set.ZeroPolicyOption

Control checking of spatial object IDs
lagmess

Matrix exponential spatial lag model
SpatialFiltering

Semi-parametric spatial filtering
aple

Approximate profile-likelihood estimator (APLE)
similar.listw

Create symmetric similar weights lists
predict.Sarlm

Prediction for spatial simultaneous autoregressive linear model objects
gstsls

Spatial simultaneous autoregressive SAC model estimation by GMM
stsls

Generalized spatial two stage least squares
impacts

Impacts in spatial lag models
trW

Spatial weights matrix powers traces