R help - Nov 2003 - lagsarlm - using mixed explanatory variables (spdep package)

Hello

I'm very new to R (which is excellent), so apologies if this has already
been raised.  In the spdep package, I'm trying to undertake an
autoregressive mixed model using the lagsarlm function.  This is working
fine, but there does not appear to be a method of including an explanatory
variable without it automatically being included as a lagged term.  I'm
after something along the lines of

y = rho.W.y + x1 + x2 + lag(x2)

but am only able to output

y = rho.W.y + x1 + x2 + lag(x1) + lag(x2)

Is there any way around this issue?

Many thanks
Roy

----------------------------------------------------------------------------
Roy Sanderson
Centre for Life Sciences Modelling
Porter Building
University of Newcastle
Newcastle upon Tyne
NE1 7RU
United Kingdom

Tel: +44 191 222 7789

r.a.sanderson at newcastle.ac.uk
http://www.ncl.ac.uk/clsm

On Thu, 27 Nov 2003, Roy Sanderson wrote:
> Hello
Usually it is easier to send package questions directly to the package 
maintainer, because they may not interest the whole list.
> 
> I'm very new to R (which is excellent), so apologies if this has
already
> been raised.  In the spdep package, I'm trying to undertake an
> autoregressive mixed model using the lagsarlm function.  This is working
> fine, but there does not appear to be a method of including an explanatory
> variable without it automatically being included as a lagged term.  I'm
> after something along the lines of
> 
> y = rho.W.y + x1 + x2 + lag(x2)
> 
> but am only able to output
> 
> y = rho.W.y + x1 + x2 + lag(x1) + lag(x2)
> 
Using the old Columbus data set in the spdep package:
> data(oldcol)
> lagsarlm(CRIME ~ INC + HOVAL, data = COL.OLD, nb2listw(COL.nb))
> lagsarlm(CRIME ~ INC + HOVAL, data = COL.OLD, nb2listw(COL.nb), 
+ type="mixed")

give the standard lag and mixed model types, but you need to use
type="lag" and include the spatially lagged x variable(s) manually:
> WINC <- lag.listw(nb2listw(COL.nb), COL.OLD$INC)
> lagsarlm(CRIME ~ INC + HOVAL + WINC, data = COL.OLD, nb2listw(COL.nb))
Hope this helps,

Roger

> Is there any way around this issue?
> 
> Many thanks
> Roy
> 
>
----------------------------------------------------------------------------
> Roy Sanderson
> Centre for Life Sciences Modelling
> Porter Building
> University of Newcastle
> Newcastle upon Tyne
> NE1 7RU
> United Kingdom
> 
> Tel: +44 191 222 7789
> 
> r.a.sanderson at newcastle.ac.uk
> http://www.ncl.ac.uk/clsm
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 
-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Breiviksveien 40, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93
e-mail: Roger.Bivand at nhh.no