PseudoR2 for SAR
Anthon What is the command to get the R^2 out of the SAR example you posted?
Anthon Eff to me show details 9:27 AM (1 hour ago)
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:
The code is: pseudoR2<-cor(col.lm$fitted.values,ffd$femsubs)^2