R 2.7, WinXP Hi, I am interested in estimating the spatial autoregressive lag model y = rWy +Xb + e where W is a square matrix of weights, r an autocorrelation parameter, b a vector of coefficients, X a matrix of covariates. There are several packages in R that can estimate this model (sna, spdep). They work well. However, these all assume normality. I would like to run this model with y being a count or a probability. This would "generalize" the autoregressive model. Unfortuntely, I can't find a package that is able to estimate this exact model. Can anyone point me in the right direction? thanks, Richard [[alternative HTML version deleted]]