Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina Grün, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
sphet: Spatial Models with Heteroskedastic Innovations in R | Piras | Journal of Statistical Software
Authors: Gianfranco Piras
Title: sphet: Spatial Models with Heteroskedastic Innovations in R
Abstract: sphet is a package for estimating and testing spatial models with heteroskedastic innovations. We implement recent generalized moments estimators and semiparametric methods for the estimation of the coefficients variance-covariance matrix. This paper is a general description of sphet and all functionalities are illustrated by application to the popular Boston housing dataset. The package in its current version is limited to the estimators based on Arraiz, Drukker, Kelejian, and Prucha (2010); Kelejian and Prucha (2007, 2010). The estimation functions implemented in sphet are able to deal with virtually any sample size.

Page views:: 6079. Submitted: 2009-10-26. Published: 2010-06-03.
Paper: sphet: Spatial Models with Heteroskedastic Innovations in R     Download PDF (Downloads: 6066)
Supplements:
sphet_1.0-0.tar.gz: R source package Download (Downloads: 946; 280KB)
v35i01.R: R example code from the paper Download (Downloads: 985; 4KB)
boston_nn_10.GWT: GWT file for Boston data Download (Downloads: 960; 123KB)
dist_100.GWT: GWT file for artificial example Download (Downloads: 917; 55KB)
DOI: 10.18637/jss.v035.i01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.