A generalised linear space–time autoregressive model with space–time autoregressive disturbances

We present a solution to problems where the response variable is a count, a rate or binary using a generalised linear space–time autoregressive model with space–time autoregressive disturbances (GLSTARAR). The possibility to test the fixed effect specification against the random effect specification of the panel data model is extended to include space–time error autocorrelation or a space–time lagged dependent variable. Space-time generalised estimating equations are used to estimate the spatio-temporal parameters in the model. We also present a measure of goodness of fit, and show the pseudo-best linear unbiased predictor for prediction purposes. Additionally, we propose a joint space–time modelling of mean and dispersion to give a solution when the variance is not constant. In the application, we use social, economic, geographic and state presence variables for 32 Colombian departments in order to analyse the relationship between the number of armed actions (AAs) per 1000 km2 committed by the guerrillas...