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leifeld avatar leifeld commented on July 29, 2024

Hi. Please make sure you understand that the way tnam estimates the model is through maximum pseudolikelihood (MPLE), which is likely biased to some extent (depending on the application). If there are no temporal dependencies, consider the new BANAM package (with Bayesian estimation). If you require temporal dependence, consider the M-STAR model (the multiparametric spatio-temporal autoregressive model). A Stata implementation is available here, but maybe R implementations exist, too. I suppose some people write this up in BUGS or Stan to be flexible.

If you still want to use tnam, check out the help pages for tnam and tnamdata for some examples.

from tnam.

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