sphet: Spatial Models with Heteroskedastic Innovations in R

• Main Author: Gianfranco Piras
• Format: Article
• Language: English
• Published: Foundation for Open Access Statistics 2010-10-01
• Series: Journal of Statistical Software
• Subjects: spatial models; R; computational methods; semiparametric methods; kernel functions; heteroskedasticity
• Online Access: http://www.jstatsoft.org/v35/i01/paper

<b>sphet</b> 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 <b>sphet</b> 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 <b>sphet</b> are able to deal with virtually any sample size.