R: Spatial simultaneous autoregressive (SAR) structures

sar {brms} | R Documentation

## Spatial simultaneous autoregressive (SAR) structures

### Description

Set up an spatial simultaneous autoregressive (SAR) term in brms. The function does not evaluate its arguments – it exists purely to help set up a model with SAR terms.

### Usage

    sar(M, type = "lag")

### Arguments

`M` | An object specifying the spatial weighting matrix. Can be either the spatial weight matrix itself or an object of class `listw` or `nb`, from which the spatial weighting matrix can be computed.
`type` | Type of the SAR structure. Either `"lag"` (for SAR of the response values) or `"error"` (for SAR of the residuals). More information is provided in the 'Details' section.

### Details

The `lagsar` structure implements SAR of the response values:

y = ρ W y + η + e

The `errorsar` structure implements SAR of the residuals:

y = η + u, u = ρ W u + e

In the above equations, η is the predictor term and e are independent normally or t-distributed residuals. Currently, only families `gaussian` and `student` support SAR structures.

### Value

An object of class `'sar_term'`, which is a list of arguments to be interpreted by the formula parsing functions of brms.

### See Also

`autocor-terms`

### Examples

    ## Not run:
    data(oldcol, package = "spdep")
    fit1 <- brm(CRIME ~ INC + HOVAL + sar(COL.nb, type = "lag"),
                data = COL.OLD, data2 = list(COL.nb = COL.nb),
                chains = 2, cores = 2)
    summary(fit1)
    plot(fit1)

    fit2 <- brm(CRIME ~ INC + HOVAL + sar(COL.nb, type = "error"),
                data = COL.OLD, data2 = list(COL.nb = COL.nb),
                chains = 2, cores = 2)
    summary(fit2)
    plot(fit2)

    ## End(Not run)

[Package brms version 2.16.3 Index]