spatial estimation

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

spatial estimation

fabrizio renzi
I am using spdep package to do spatial estimations in R.

Anyway I was not able to find out how to compute the loglikelihood (and a
pseudo-R^2) of a 2sls spatial model, estimated through the command stsls. I
need some fitting indicator to compare the 2sls model with the one obtained
through maxL (command lagsarlm).

Thanks for your answer,

Regards


--
*Fabrizio*

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: spatial estimation

Roger Bivand
fabrizio renzi <fabrizio.renzi84 <at> gmail.com> writes:

>
> I am using spdep package to do spatial estimations in R.
>
> Anyway I was not able to find out how to compute the loglikelihood (and a
> pseudo-R^2) of a 2sls spatial model, estimated through the command stsls. I
> need some fitting indicator to compare the 2sls model with the one obtained
> through maxL (command lagsarlm).
>

When the poster wrote to me off-list a week ago, I replied:

"Please *do* write to the R-sig-geo list rather than to me directly -
others can answer your question as well, perhaps better, and in a more
timely way than I can. In addition, threads in the list can be searched in
the archives, so others can avoid the same problem later.

Please when you post indicate the published paper defining the LL of this
GMM-estimated model."

It is instructive to run:

library(sem)
logLik(tsls(Q ~ P + D, ~ D + F + A, data=Kmenta))

which explains why I asked for a publication providing something which
doesn't spring naturally from the estimation method.

Roger Bivand



> Thanks for your answer,
>
> Regards
>

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Roger Bivand
Department of Economics
NHH Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway