Hello! I would like to estimate the parameters for the SAR model: Y = pWY + XB + e, as a pure mean effects model for Y. I want to use the residuals from this model in other analyses. I attempted to use lagsarlm from the spdep library to do this. I do not know how to specify a mean effects only regression model in either lagsarlm or lm, I suppose. For lagsarlm I assumed that I could specify 1 regressor as X1 = 0, and the model syntax as Y ~ X1. I thought this would leave only the intercept term, B0, and pWY, and I could just extract the residuals from the output. Unfortunately I only get an error. If I use real data in the variable X1 and specify the model as Y ~ X1, the function runs without error, but has parameter estimates for B0, B1 and p. Does anyone know if it is possible to compute the parameter estimates for a pure mean effects model in lagsarlm, and if so, how the syntax should be specified in the function? Should I be using something like errorsarlm instead?
Larry Layne ljlayne at unm.edu _______________________________________________ R-sig-Geo mailing list R-sig-Geo@stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-sig-geo