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@geoda/regression

v0.0.25

Published

Spatial Regression module for GeoDaLib

Readme

@geoda/regression

This package provides implementations of various spatial regression models for analyzing spatial data. It includes the following models:

Features

  • OLS Regression
  • Spatial Lag Model
  • Spatial Error Model

Installation

yarn add @geoda/regression

Available Models

1. OLS Regression

Basic Ordinary Least Squares regression for spatial data analysis.

2. Spatial Lag Model

A spatial regression model that incorporates spatial dependence in the dependent variable. The model includes:

  • Spatial lag coefficient (Rho)
  • Maximum likelihood estimation
  • Comprehensive diagnostics including:
    • Heteroskedasticity tests (Breusch-Pagan)
    • Spatial dependence tests (Likelihood Ratio)
    • Model fit statistics (R-squared, AIC, etc.)

3. Spatial Error Model

A spatial regression model that accounts for spatial autocorrelation in the error terms. The model includes:

  • Spatial error coefficient (Lambda)
  • Maximum likelihood estimation
  • Comprehensive diagnostics including:
    • Heteroskedasticity tests (Breusch-Pagan)
    • Spatial dependence tests (Likelihood Ratio)
    • Model fit statistics (R-squared, AIC, etc.)

Usage

Each model provides detailed output including:

  • Model coefficients and standard errors
  • Model fit statistics
  • Diagnostic tests for spatial dependence and heteroskedasticity
  • Variable-specific statistics

Example

import { spatialLagRegression } from '@geoda/regression';

const result = await spatialLagRegression({
  x: independentVariables,
  y: dependentVariable,
  weights: spatialWeights,
  xNames: ['var1', 'var2'],
  yName: 'target',
  datasetName: 'myDataset'
});

Output Format

The regression results include:

  • Basic model information (dataset name, number of observations, etc.)
  • Model coefficients and their significance
  • Model fit statistics (R-squared, AIC, etc.)
  • Diagnostic tests for spatial effects
  • Detailed variable-specific statistics

For more detailed information about each model, please refer to the Spatial Regression documentation.