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spatialreg: spatial models estimation and testing

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r-spatial/spatialreg

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spatialreg

spatialreg: spatial models estimation and testing

A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now inspdep. 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)https://doi.org/10.1080/01621459.1975.10480272. The models are further described by Anselin (1988)https://doi.org/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)https://doi.org/10.1023/A:1007707430416 and (1999)https://doi.org/10.1111/1468-2354.00027 are provided. Impact methods and MCMC fitting methods proposed by LeSage and Pace (2009)https://doi.org/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)https://doi.org/10.1111/gean.12008, and model fitting methods by Bivand and Piras (2015)https://doi.org/10.18637/jss.v063.i18; both of these articles include extensive lists of references. A recent review is provided by Bivand, Millo and Piras (2021)https://doi.org/10.3390/math9111276.spatialreg >= 1.1-1 corresponds tospdep = 1.1-1, in which the model fitting functions are deprecated and pass through tospatialreg, but will mask those inspatialreg. From versions 1.2-1, the functions have been made defunct inspdep. From version 1.3-6, add Anselin-Kelejian (1997) test tostsls for residual spatial autocorrelationhttps://doi.org/10.1177/016001769702000109.

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