[Openspace] Different rho between R and GEODA
Kolympiris, Christos (UMC-Student)
cknq6 at mizzou.edu
Wed Nov 7 02:22:57 CST 2007
I was trying to double-check my spatial lag model results obtained from GEODA, so i run the exact same regression in R.
All my coefficients, signs and significance levels are approximately the same except the rho coefficient which is very very different.
Without boring you with the details of my model this is what i get: under GEODA, rho is 0.3348171 while R's rho is 0.0015391.
This is a striking difference and it made me suspicious that i was doing something wrong in R since i am a new user. I did examine
all my steps and it appears i am not missing something, so i am wondering if the problem lies in the algorithm used for each program / environment. In R i am using the lagsarlm function which is using 2SLS.
Any ideas, hints or suggestions would be very helpful.
Department of Agricultural Economics
University of Missouri - Columbia
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