spatialreg v1.1-5


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Spatial Regression Analysis

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', 'sphet' and 'spse'. 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) <doi:10.1080/01621459.1975.10480272>. The models are further described by 'Anselin' (1988) <doi:10.1007/978-94-015-7799-1>. Spatial two stage least squares and spatial general method of moment models initially proposed by 'Kelejian' and 'Prucha' (1998) <doi:10.1023/A:1007707430416> and (1999) <doi:10.1111/1468-2354.00027> are provided. Impact methods and MCMC fitting methods proposed by 'LeSage' and 'Pace' (2009) <doi:10.1201/9781420064254> 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) <doi:10.1111/gean.12008>, and model fitting methods by 'Bivand' and 'Piras' (2015) <doi:10.18637/jss.v063.i18>; both of these articles include extensive lists of references. 'spatialreg' >= 1.1-* correspond to 'spdep' >= 1.1-1, in which the model fitting functions are deprecated and pass through to 'spatialreg', but will mask those in 'spatialreg'. From versions 1.2-*, the functions will be made defunct in 'spdep'.

Functions in spatialreg

Name Description
griffith_sone Spatial weights matrix eigenvalues
lmSLX Spatial Durbin linear (SLX, spatially lagged X) model
SpatialFiltering Semi-parametric spatial filtering
GMerrorsar Spatial simultaneous autoregressive error model estimation by GMM
ME Moran eigenvector GLM filtering
spBreg_lag Bayesian MCMC spatial simultaneous autoregressive model estimation
MCMCsamp MCMC sample from fitted spatial regression
do_ldet Spatial regression model Jacobian computations
ML_models Spatial simultaneous autoregressive model estimation by maximum likelihood
gstsls Spatial simultaneous autoregressive SAC model estimation by GMM
set.ZeroPolicyOption Control checking of spatial object IDs
similar.listw Create symmetric similar weights lists
lextrB Find extreme eigenvalues of binary symmetric spatial weights
trW Spatial weights matrix powers traces
stsls Generalized spatial two stage least squares
predict.sarlm Prediction for spatial simultaneous autoregressive linear model objects
impacts Impacts in spatial lag models
as.spam.listw Spatial neighbour sparse representation
lagmess Matrix exponential spatial lag model
spautolm Spatial conditional and simultaneous autoregression model estimation
set.mcOption Options for parallel support
LR.sarlm Likelihood ratio test
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