[R-sig-Geo] Spatial panel Durbin model

[Roger Bivand]

On Mon, 15 Jul 2013, Juan Tomas Sayago Gomez wrote:

> Hi, package spdep, when you use the command lagsarlm select the option type
> mixed.
> install.packages("spdep")
> library(spdep)
> ?lagsarlm

Right for cross-section models, but the question was about spatial panel 
models. In that case. it may be necessary to construct the spatial lags 
manually, and add them to the model to be estimated (by ML, for GM you 
risk difficulties with instruments).

Roger

> Best,
> Juan
>
>
> On Sun, Jul 14, 2013 at 11:54 PM, Chen, Xi Prof. <Xi.Chen at quinnipiac.edu>wrote:
>
>> Hi,
>> Is there a package that can run spatial panel durbin model in r?
>>
>> Thanks.
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-- 
Roger Bivand
Department of Economics, NHH Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no