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Calc Spatial Lag

Description

This functor iteratively solves a spatial lag regression.

Inputs

Name Type Description
P Lag Real Value Type pLag is the autoregressive coefficient.
W Neighborhoods Neighborhood Table Type The neighborhood matrix.
X1 Lookup Table Type x1 is the autoregressive term. When y is not known, x1 is used instead. In this case, a lookup table with same number of records and values equal to zero must be reported.
B Coefficients Lookup Table Type Coefficients for independent variables x2, x3, x4… xn.
E Error Real Value Type Regression random error term.

Output

Name Type Description
Y Result Lookup Table A lookup table with Y results.
Y Predicted Result Lookup Table A lookup table with the predicted results.

Group

Notes

The lag spatial model is represented as follows:

where is the autoregressive coefficient; W is the spatial weight matrix; y is the dependent variable; X is co-variables' information matrix; is the regression coefficients and is a random error term. W can be understood as the representation of the spatial interaction of a phenomenon. In a binary matrix, unit i is unit j’s neighbor if the spatial weight matrix cell, aij, is equal to 1.

References

ANSELIN, L. SpaceStat TUTORIAL. Urbana-Champaign, University of Illinois, 1992.

ANSELIN, L. Spatial Externalities, Spatial Multipliers and Spatial Econometrics. Urbana-Champaign, University of Illinois, 2002.

Internal Name

CalcSpatialLag