geostan 0.8.0
New Features
Spatial econometric models and better sampling for hierarchical spatial auto-regressive models:
- geostan now provides more support for spatial econometric models: spatial error (SEM), spatially-lagged dependent variable (SLM), and the ‘Durbinized’ versions of each (SDEM, SDLM). Methods for calculating impacts are and predicted values for SLM/SDLM are included. Users can also draw from the posterior predictive distributions of these models: see geostan::stan_sar and geostan::impacts.
- geostan::sim_sar can now simulate draws from the spatial lag model as well as the spatial error model.
- The CAR and SAR models, when placed in a Poisson or binomial model for count data, can sample poorly when the data is sparse. This can usually be fixed using the new
zmp
option which switches CAR/SAR models to a zero-mean parameterization. Details are in the vignette on building custom spatial models.
Bug fix
- A bug was introduced to v0.7.0 which added a small bias to coefficient estimates which only appeared when the slx option was used. This has been fixed.
Other stuff
- A set of Monte Carlo analyses have been added to the package tests, verifying that the estimates match expectations. This is also part of a process of moving away from the ‘testthat’ package.
- The package documentation and vignettes have also been improved a little bit.
Upcoming release
- The new vignette on 'Spatial analysis with geostan' causes installation to fail on older versions of windows and mac os, so v0.8.1 will come out with a patch for this in the coming days.