Spatial two stage least squares (S2SLS) with results and diagnostics. More details can be found in the following reference, Luc Anselin. Spatial Econometrics: Methods and Models. Kluwer. Dordrecht, 1988.
Note: The input table should not contain missing values. You can use the Missing Value node to replace them.
Select the geometry column to use.
Select the column which contains for each observation in the input data a unique ID, it should be an integer column. The IDs must match with the values of the Spatial Weights node ID column. If 'none' is selected, the IDs will be automatically generated from 0 to the number of rows flowing the order of the first input table.
The column containing the dependent variable to use for the calculation of Spatial 2SlS.
The columns containing the independent variables to use for the calculation of Spatial 2SlS.
Orders of W to include as instruments for the spatially lagged dependent variable. For example, w_lags=1, then instruments are WX; if w_lags=2, then WX, WWX; and so on.
If selected, the node computes the Anselin-Kelejian test.
If ‘white’, then a White consistent estimator of the variance-covariance matrix is given. If ‘hac’, then a HAC consistent estimator of the variance-covariance matrix is given. Set to None for default.
If True, then use n-k to estimate sigma^2. If False, use n. Default set to True.
If True, include variance-covariance matrix in summary results. Default set to False.
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