Hi Prof. Roger, I am using the approach proposed by Prof Paul Erhorst for choosing a spatial model in his paper '*Applied spatial econometrics: raising the bar*' . As per the strategy, one has to check the likelihood ratio test for theta (spatial autocorrelation in exogenous (independent) variables) and also in theta+rho*beta (spatial autocorrelation in residuals). Suppose I fit a spatial durbin model and use the code LR1.sarlm(sp.dm), how would I know whether the likelihood ratio test checks for autocorrelation in dependent variable or autocorrelation in the independent variable?
Thanks in advance. Amitha Puranik. [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo