[Openspace] heteroskedasticity and spatial autocorrelation

[Julia Koschinsky]

In R (with spdep) you could run the IV-lag model with robúst standard errors. Julia

---- Original message ----
>Date: Tue, 13 May 2008 18:11:03 +0100
>From: <C.Menon at lse.ac.uk>  
>Subject: RE: [Openspace] heteroskedasticity and spatial autocorrelation  
>To: <evans324 at umn.edu>, <openspace at sal.uiuc.edu>
>
>Hello,
>You can use the spatreg command in Stata, which allows to run a spatial
>error model with robust standard errors. I have been using it and it
>seems to work properly. I guess even R does the job though.
>Let me know if you need further information on that.
>Best,
>Carlo
>
>-----Original Message-----
>From: evans324 at umn.edu [mailto:evans324 at umn.edu] 
>Sent: 13 May 2008 16:59
>To: openspace at sal.uiuc.edu
>Subject: [Openspace] heteroskedasticity and spatial autocorrelation
>
>I am running a hedonic regression and have issues with both spatial 
>autocorrelation and heteroskedasticity. Is anyone aware of a joint
>remedy 
>for both? I have approximately 30 independent variables and have tried 
>working with GeoDa (spatial error model) and SPSS (White's standard
>errors) 
>so far. Thanks.
>
>Heather
>--
>Heather Sander
>Ph.D. Candidate:  Conservation Biology
>Office:  305 Ecology & 420 Blegen
>Mail:
>University of Minnesota
>Dept. of Geography
>414 Social Science Bldg.
>267 19th Ave. S.
>Minneapolis, MN 55455
>USA
>
>
>
>-- 
>Heather Sander
>Ph.D. Candidate:  Conservation Biology
>Office:  305 Ecology & 420 Blegen
>Mail:  
>University of Minnesota
>Dept. of Geography
>414 Social Science Bldg.
>267 19th Ave. S.
>Minneapolis, MN 55455
>USA
>
>
>
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