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Questions tagged [spatial-regression]

14 questions
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1 answer

Is there an R package that runs "Spatial Vector Autoregression"?

I am looking for an R package which can run "Spatial Vector Autoregression". tandfonline.com/doi/full/10.1080/17421770701346689 According to Chen and Conley (2001), this is a "vector autoregression (VAR) whose coefficient matrix and shock covariance…
Eric
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3
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1 answer

texreg table for impacts of spatial lag model

I am using spdep to run a spatial regression using a Durbin lag model. This type of model returns direct, indirect and total effects for each regression coefficient and their level of significance. Is there an R library like texreg that organizes in…
rafa.pereira
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2
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1 answer

How to test for spatial non-stationarity in R to determine if local regression model is needed?

I have a dataset for which I implement a regression model and from which I assume that the coefficients vary locally. If a spatial non-stationarity is given, it makes sense to run a local regression model, in my case a Geographically Weighted…
the_chimp
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2
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1 answer

Standard errors of impacts in a spatial regression lagsarlm

I am using a spatial lag and durbin regression models and I would like to estimate the standard errors of the impacts. Any ideas on how to do this? Reproducible example below using a durbin model # data data(oldcol) # neighbours lists lw <-…
rafa.pereira
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1
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1 answer

Robust Standard Errors in spatial error models

I am fitting a Spatial Error Model using the errorsarlm() function in the spdep library. The Breusch-Pagan test for spatial models, calculated using the bptest.sarlm() function, suggest the presence of heteroskedasticity. A natural next step would…
Orlando Sabogal
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1 answer

Is there an R function that tests for spatial autocorrelation in residuals of a regression created by errorsarlm / lagsarlm / sacsarlm

My question relates to the functions errorsarlm(), lagsarlm() and sacsarlm() of the "spdep" package. I would like to test the residuals of a regression created by one of the functions above on remaining spatial autocorrelation, for example by…
moellivm
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Spatiotemporal mixed-effects in R: Too large groups in correlation structure

I am trying to fit a mixed-effect model with a spatiotemporal correlation structure using lme {nlme}. The data comprises 37936 lon (x) + lat (y) grid-cells (18968 male + 18968 female) with density (kde), above/below long-term average rainfall…
Sands
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Spatial Durbin Model (.lagsarlm codes): I cannot run a summary of impacts with z-values and p-values of regressors

I have not much time left to run my spatial regression model, thus I would be thankful for help. I do not know how to run impacts function for spatial durbin model (.lagsarlm) so that I can see the p-values of total effects of regressors. I am using…
MikKleczewski
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How can I obtain robust standard errors for a spatial IV regression in R using the sphet package?

I am running a spatial error model in R using the sphet package with spatial weights. The function I am using is spreg(). Something that is confusing me is the validity of standard errors generated from the approach. Currently, my approach is: model…
mirrror
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Unable to create a multilinestring using st_intersection that is good enough to use border_segment from the SpatialRDD package

I’ve been following the following tutorial https://axlehner.github.io/SpatialRDD/articles/spatialrdd_vignette.html#assign-treatment for SpatialRDD using my own dataset and maps. I’ve run into a problem when attempting to use border_segment. In the…
Mariya
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How long does the spmatrix take to create contiguity matrixes?

I've been trying to do spatial regressions for a paper. Now I have the problem that I need contiguity or inverse distance matrixes for this. I've been using an official shapefile for the communities in Germany for this. Making it a few thousand…
Timo
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Value Error when fitting data with statsmodel OLS method

I am trying to fit my data with the stats model OLS method. While following from a tutorial, imported all the necessary libraries; from scipy import stats import statsmodels.formula.api as sm import numpy import pandas import matplotlib.pyplot as…
Winnie Okuta
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Using categorical variable in spreg models

I would like to employ a spatial regression model, using the spreg package in Python. My data consists of numeric variables, but I also have a categorical land cover variable (with 7 classes) that I need to include in the model. This works perfectly…
cordoba27
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How to fix: "Error: cannot allocate vector of size 5.1 Gb" when running a spatial error model?

I'm running a spatial error model on a large dataset (n=26,000) for a hedonic price analysis. I have built a nearest neighbor (k=10) spatial weights file and listw object. However, when I try running the actual "errorsarlm" function, I get the…
emereif
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