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r-spatial / spdep

Spatial Dependence: Weighting Schemes and Statistics
https://r-spatial.github.io/spdep/
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Kb23 Add SD.RStests for Koley & Bera 2023 and in progress #142

Closed rsbivand closed 4 months ago

rsbivand commented 5 months ago

Tests for the coefficients on the spatially lagged dependent variable and the spatially lagged independent variables (Spatial Durbin model, SDM) and the spatially lagged residuals and the spatially lagged independent variables (Spatial Durbin Error model, SDEM).

rsbivand commented 5 months ago

@lanselin this is as far as I've got with the RS tests. I'm also considering adding lm.RStests as an alias for lm.LMtests, since the SD tests and the lm tests are very closely aligned, and changing LM to RS in the test names. I find that SDEM_RSerr == RSerr == SDM_adjRSlag - not very intuitive, SDM_Joint == SDEM_Joint - pretty obvious, and SDEM_RSWX == SDM_RSWX - also pretty obvious (for the columbus data set anyway). For the columbus data set I also get the same results as the 2023 paper. Any comments gratefully received!