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J. Sebastian Tello | 6 Jan 19:43
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Estimation of R2 values in SAR models

Hi all,

Recently Hawkins et al. (2007) have shown using a monte carlo experiment, that typically the R2 values
associated to a variable are much smaller when estimated using OLS than when using a SAR model. I was
wondering if this is the case because in the SAR model (and maybe other spatial analyses) the proportion of
variation explained is estimated after removing the spatial autocorrelation in the residuals, and thus
reducing the unexplained variation. Any comentaries, ideas or references will be highly appreciated.

Cheers,

 J. Sebastián Tello

Department of Biological Sciences
285 Life Sciences Building
Louisiana State University
Baton Rouge, LA, 70803
(225) 578-4284 (office and lab.)

      
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Julian Burgos | 8 Jan 00:30

Re: Estimation of R2 values in SAR models

Hi Sebastian,

Could you provide the full reference for Hawkins et al. (2007)?
Thanks,

Julian

J. Sebastian Tello wrote:
> Hi all,
> 
> Recently Hawkins et al. (2007) have shown using a monte carlo experiment, that typically the R2 values
associated to a variable are much smaller when estimated using OLS than when using a SAR model. I was
wondering if this is the case because in the SAR model (and maybe other spatial analyses) the proportion of
variation explained is estimated after removing the spatial autocorrelation in the residuals, and thus
reducing the unexplained variation. Any comentaries, ideas or references will be highly appreciated.
> 
> Cheers,
> 
> 
>  J. Sebastián Tello
> 
> 
> Department of Biological Sciences
> 285 Life Sciences Building
> Louisiana State University
> Baton Rouge, LA, 70803
> (225) 578-4284 (office and lab.)
> 
> 
>
(Continue reading)

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Matthew Landis | 6 Jan 21:42
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Re: Estimation of R2 values in SAR models

Sebastian,

I can't help you out, but I'll be very interested in the responses.  I
was recently looking at a similar issue -- how to calculate R2 values
for Generalized Least Squares regression for temporally autocorrelated
error terms.  I didn't have much luck in finding a solution myself.

Matt

J. Sebastian Tello wrote:
> Hi all,
> 
> Recently Hawkins et al. (2007) have shown using a monte carlo experiment, that typically the R2 values
associated to a variable are much smaller when estimated using OLS than when using a SAR model. I was
wondering if this is the case because in the SAR model (and maybe other spatial analyses) the proportion of
variation explained is estimated after removing the spatial autocorrelation in the residuals, and thus
reducing the unexplained variation. Any comentaries, ideas or references will be highly appreciated.
> 
> Cheers,
> 
> 
>  J. Sebastián Tello
> 
> 
> Department of Biological Sciences
> 285 Life Sciences Building
> Louisiana State University
> Baton Rouge, LA, 70803
> (225) 578-4284 (office and lab.)
>
(Continue reading)

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