spatialreg

A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now in 'spdep'. These model fitting functions include maximum likelihood methods for cross-sectional models proposed by 'Cliff' and 'Ord' (1973, ISBN:0850860369) and (1981, ISBN:0850860814), fitting methods initially described by 'Ord' (1975) doi:10.1080/01621459.1975.10480272. The models are further described by 'Anselin' (1988) doi:10.1007/978-94-015-7799-1. Spatial two stage least squares and spatial general method of moment models initially proposed by 'Kelejian' and 'Prucha' (1998) doi:10.1023/A:1007707430416 and (1999) doi:10.1111/1468-2354.00027 are provided. Impact methods and MCMC fitting methods proposed by 'LeSage' and 'Pace' (2009) doi:10.1201/9781420064254 are implemented for the family of cross-sectional spatial regression models. Methods for fitting the log determinant term in maximum likelihood and MCMC fitting are compared by 'Bivand et al.' (2013) doi:10.1111/gean.12008, and model fitting methods by 'Bivand' and 'Piras' (2015) doi:10.18637/jss.v063.i18; both of these articles include extensive lists of references. A recent review is provided by 'Bivand', 'Millo' and 'Piras' (2021) doi:10.3390/math9111276. 'spatialreg' >= 1.1-* corresponded to 'spdep' >= 1.1-1, in which the model fitting functions were deprecated and passed through to 'spatialreg', but masked those in 'spatialreg'. From versions 1.2-*, the functions have been made defunct in 'spdep'.