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My Second Video on Spatial Econometrics in R! Focus on Specification
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Finally, here is my next installment where I show how to estimate all of the main flavors of models(Manski, Durbin, Durbin Error, SARAR, SLX, Lag, and Error), and talk about models selection ideas and tests (Likelihood Ratio).
I have a download link in the video description with commands and datasets so it is easy to follow along, and a couple of handouts (a command reference and a guide to the nesting of the models).
As always, I welcome your feedback, criticism, and questions or requests. Cheers!
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