[R-sig-Geo] spml package and impacts calcultion

[Daniel Furlan Amaral]

Hi,

I would like to present some other questions I can't solve.

1) I have to estimate a Spatial Durbin Panel Model (SDM) and a Spatial
Durbin Error Model (SDEM). The problem is that the command *lag.listw* does
not work for panel datasets and results in an error message:



*Wx <- lag.listw(W, x)Error in lag.listw(W, x) : object lengths differ*
Is there any command in spml (or any other package) to create spatial lag
of regressors automatically? Or I need to do it manually?

2) Is there any control for heteroskedasticity for Spatial Panel Models in
splm (or any other package)?

3) I need the log-Likelihood method for SAR, SEM and SARAR panel models. If
I follow the method described in

http://r-sig-geo.2731867.n2.nabble.com/spml-and-logLik-help-td7581581.html

, SEM estimations get an error, so I decided to use the option quiet =
FALSE. Doing this, I got a function value: -34101.08. The value to report
in the paper should be -ln(34101.08), i.e, 10.43708?

4) I need to calculate impacts from Spatial Error Model:

*efsem <- spml(fm, data = tb, index = "Cod_mun", listw = W, model =
"within", spatial.error = "b", lag = FALSE, quiet = FALSE)*


*impsem <- impacts(efsem, listw = W, style="W", time = 10)*
But I receive this error message:


*Error in impacts.splm(efsem, listw = W, style = "W", time = 10): object
type not recognized*
Does anyone know how to calculate impacts for panel SEM?

Thank you.



2015-12-28 11:57 GMT-02:00 Daniel Furlan Amaral <dfamaral at gmail.com>:

> Thank you, Mr. Roger.
>
> Best regards,
>
> Daniel.
>
> 2015-12-23 20:39 GMT-02:00 Roger Bivand <Roger.Bivand at nhh.no>:
>
>> On Wed, 23 Dec 2015, Edzer Pebesma wrote:
>>
>>
>>>
>>> On 23/12/15 22:02, Daniel Furlan Amaral wrote:
>>>
>>>> Dear all,
>>>>
>>>> Does anyone know about packages or commands to calculate direct,
>>>> indirect
>>>> and total impacts? I didn't find it on spml package.
>>>>
>>>
>>> package spdep has impacts methods for some models, see ?impacts :
>>>
>>> library(spdep)
>>>>
>>> Loading required package: Matrix
>>>
>>>> methods(impacts)
>>>>
>>> [1] impacts.gmsar* impacts.sarlm* impacts.stsls*
>>>
>>>
>> and model fitting functions in the splm package use those in their own
>> method:
>>
>> library(splm)
>>> methods(impacts)
>>>
>> [1] impacts.gmsar* impacts.sarlm* impacts.splm*  impacts.stsls*
>>
>> so use that method in the same way.
>>
>> Roger
>>
>>
>>>> Thank you.
>>>>
>>>>         [[alternative HTML version deleted]]
>>>>
>>>> _______________________________________________
>>>> R-sig-Geo mailing list
>>>> R-sig-Geo at r-project.org
>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-geo
>>>>
>>>>
>>>
>>>
>> --
>> Roger Bivand
>> Department of Economics, Norwegian School of Economics,
>> Helleveien 30, N-5045 Bergen, Norway.
>> voice: +47 55 95 93 55; fax +47 55 95 91 00
>> e-mail: Roger.Bivand at nhh.no
>>
>>
>

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