PseudoR2 for SAR
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Anthon
What is the command to get the R^2 out of the SAR example you posted?
thanks Doug
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Anthon Eff to me show details 9:27 AM (1 hour ago)
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It's a ML procedure, so you need a pseudo-R^2. Anselin (1988: 212) has used the square of the correlation between the fitted value and the actual value of the dependent variable. I added code for that to the program on the wiki:
http://intersci.ss.uci.edu/wiki/index.php/Comparative_research_tools#SAR_code_in_R
The code is: pseudoR2<-cor(col.lm$fitted.values,ffd$femsubs)^2
Anthon