2SLS with Spatial Test

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.

Options

Geometry column

Select the geometry column to use.

ID column

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.

Dependent variable

The column containing the dependent variable to use for the calculation of Spatial 2SlS.

Independent variables

The columns containing the independent variables to use for the calculation of Spatial 2SlS.

Orders of W

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.

Spatial Diagnostics

If selected, the node computes the Anselin-Kelejian test

Robust

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.

Input Ports

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Input table for calculation of Spatial 2SlS

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Spatial Weights table for calculation of Spatial 2SlS

Output Ports

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Description of Spatial 2SlS, including Pseudo R-squared, Spatial Pseudo R-squared, Number of Observations, and Number of Variables

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Variable and Coefficient Table of Spatial 2SlS

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Model Summary View
Model Summary View of Spatial 2SlS

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