spatialreg: spatial models estimation and testing

A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now in spdep. These model fitting functions include maximum likelihood methods for cross-sectional models proposed by Cliff and Ord (1973, ISBN: 0850860369) and (1981, ISBN: 0850860814), fitting methods initially described by Ord (1975) The models are further described by Anselin (1988) Spatial two stage least squares and spatial general method of moment models initially proposed by Kelejian and Prucha (1998) and (1999) are provided. Impact methods and MCMC fitting methods proposed by LeSage and Pace (2009) are implemented for the family of cross-sectional spatial regression models. Methods for fitting the log determinant term in maximum likelihood and MCMC fitting are compared by Bivand et al. (2013), and model fitting methods by Bivand and Piras (2015); both of these articles include extensive lists of references. A recent review is provided by Bivand, Millo and Piras (2021) spatialreg >= 1.1-1 corresponds to spdep = 1.1-1, in which the model fitting functions are deprecated and pass through to spatialreg, but will mask those in spatialreg. From versions 1.2-1, the functions have been made defunct in spdep.

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