monika nov <monika.novac <at> gmail.com> writes: > > Dear R-users, > > I have quite basic question for econometricians, however I would like to be > sure in this. > > If I use a HAC estimator of the variance-covariance (VC) matrix for a > spatial econometric model, do I still need to test the residuals for > spatial autocorrelation and heteroscedasticity? (in particular I am using > function stslshac available in package sphet. The estimator is based on > Kelejian, H.H. and Prucha, I.R. (2007) HAC estimation in a spatial > framework, Journal of Econometrics, 140, pages 131–154). >
Please consider posting on R-sig-geo, since your question concerns spatial regression. Roughly, you might mean that if you use a model with semiparametric fitting of HAC, how might you check that it actually worked, but your meaning isn't obvious. If you include an example using a built-in data set, then your intentions would be clearer. ... > I would be grateful for any reaction. > > Monika > PS. Please post plain text, not HTML Roger Bivand ______________________________________________ R-help@r-project.org 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.