[R-sig-Geo] Spatial Durbin Model with regimes in a cross section framework

[Roger Bivand]

On Thu, 1 Oct 2015, Loredana Mirra wrote:

> I am writing to ask you a suggestion about the availability of a R routine
> or piece of program for the purposes of my empirical analysis. I should
> revise my paper using a Spatial Durbin model. This was recommended in order
> to mitigate a problem due to the possible presence of unobserved factors.
>
> Unfortunately data do not permit to perform a panel but a cross section
> analysis. I do not have troubles to perform a Spatial Durbin Model on the
> entire sample, but I need to study the presence of Spatial Regimes. The
> problem is that I cannot find a program, in a cross sections framework. Do
> you know if there is a program available in R to perform this analysis?

How do you want to handle the "regimes"? Estimate separate coefficients 
for each regime (regime defined as a factor)? If so, this is a standard 
formula construction, and can be used with formula objects in model 
fitting functions:

lm(mpg ~ 0 + I(factor(am))/(disp + wt), data=mtcars)

or similar - check in detailed discussions of formula objects.

You need to be careful to report impacts, not coefficient values, from the 
Spatial Durbin model.

Hope this helps,

Roger

> Thank you very much in advance for your help.
>
> Best regards
>
> Loredana Mirra
>
>
>
>
>
> -------------------------
>
>
>
> Dott.ssa  Loredana Mirra
>
> Universit??? di Roma ???Tor Vergata???
>
> Dipartimento di Economia Diritto e Istituzioni
>
> Via Columbia, 2
>
> 00133 Roma
>
> Italia
>
> tel. +390672595725
>
> <mailto:pozzolo at unimol.it> loredana.mirra at uniroma2.it
>
>
>
>
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-- 
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