Description Usage Arguments Value Author(s) References See Also Examples

This function estimates the low rank spatial lag model.

1 |

`y` |
Vector of explained variables (N x 1) |

`x` |
Matrix of explanatory variables (N x K) |

`weig` |
eigenvectors and eigenvalues of a spatial weight matrix. Output from |

`method` |
Estimation method. Restricted maximum likelihood method ("reml") and maximum likelihood method ("ml") are available. Default is "reml" |

`boot` |
If it is TRUE, confidence intervals for the spatial dependence parameters (s), the mean direct effects (de), and the mean indirect effects (ie), are estimated through a parametric bootstrapping. Default is FALSE |

`iter` |
The number of bootstrap replicates. Default is 200 |

`b` |
Matrix with columns for the estimated coefficients on x, their standard errors, t-values, and p-values (K x 4) |

`s` |
Vector of estimated shrinkage parameters (2 x 1). The first and the second elements denote the estimated rho parameter (sp_rho) quantfying the scale of spatial dependence, and the standard error of the spatial dependent component (sp_SE), respectively. If boot = TRUE, their 95 percent confidence intervals and the resulting p-values are also provided |

`e` |
Vector whose elements are residual standard error (resid_SE), adjusted conditional R2 (adjR2(cond)), restricted log-likelihood (rlogLik), Akaike information criterion (AIC), and Bayesian information criterion (BIC). When method = "ml", restricted log-likelihood (rlogLik) is replaced with log-likelihood (logLik) |

`de` |
Matrix with columns for the estimated mean direct effects on x. If boot = TRUE, their 95 percent confidence intervals and the resulting p-values are also provided |

`ie` |
Matrix with columns for the estimated mean indirect effects on x. If boot = TRUE, their 95 percent confidence intervals and the resulting p-values are also provided |

`r` |
Vector of estimated random coefficients on the spatial eigenvectors (L x 1) |

`pred` |
Vector of predicted values (N x 1) |

`resid` |
Vector of residuals (N x 1) |

`other` |
List of other outputs, which are internally used |

Daisuke Murakami

Murakami, D., Seya, H. and Griffith, D.A. (2018) Low rank spatial econometric models. Arxiv.

1 2 3 4 5 6 7 8 9 10 | ```
require(spdep)
data(boston)
y <- boston.c[, "CMEDV" ]
x <- boston.c[,c("CRIM","ZN","INDUS", "CHAS", "NOX","RM", "AGE",
"DIS" ,"RAD", "TAX", "PTRATIO", "B", "LSTAT")]
coords <- boston.c[,c("LON", "LAT")]
weig <- weigen(coords)
res <- lslm(y=y,x=x,weig=weig)
## res <- lslm(y=y,x=x,weig=weig, boot=TRUE)
res
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.