Thank you Roger. I'll look into the package. Erin ________________________________ From: Roger Bivand <roger.biv...@nhh.no> Sent: April 9, 2019 2:30 PM To: Mingke Li Cc: R-sig-geo Mailing List Subject: Re: [R-sig-Geo] Simultaneous autoregressive model with temporal dimension
✉CAUTION: This email comes from outside of UNB. Do not open any links or attachments unless you recognize the sender and know the content is safe. On Tue, 9 Apr 2019, Mingke Li wrote: > Dear list, > > > I???m currently working with the simultaneous autoregressive mixed > models by ???lagsarlm??? function in the package ???spdep???. I have 5 > years??? data in 5 separate datasets, and the locations of the sample > points (and also the sample size) don't vary from year to year; each > sample point has different observed values in different years. Based on > the 5 datasets, now I have 5 models, with the common set of predictors > but different values (coefficients) from year to year. > > > My question is, how can I get a ???generalized??? simultaneous > autoregressive model for all years? In other words, can I extend my > current model to a mixed model like GLMM by introducing the year as a > random effect, as implemented in ???lme4::glmer???? How should I add in > the temporal dimension in the simultaneous autoregressive model? > Please try the splm package; it is based on the plm package approach, but includes spatial panel models. As far as I am aware, few of the mixed models support an mrf spatially structured random effect that is not ICAR. Hope this helps, Roger > > Any thoughts or advice are welcome. Thank you in advance. > > > Erin > > > [[alternative HTML version deleted]] > > -- Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; e-mail: roger.biv...@nhh.no https://orcid.org/0000-0003-2392-6140 https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo