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

[Loredana Mirra]

Thank you very much for your kind help. Yes, I should check also if, after
having estimated separated coefficients,  the difference, if any, is
statistically significant (using a chow test). Implementing such test is the
major issue to me. Can you give me an hint about this? 
Thanks also for the suggestion about the interpretation of output in SDM.
Best Regards
Loredana
-----Messaggio originale-----
Da: Roger Bivand [mailto:Roger.Bivand at nhh.no]
Inviato: giovedì 1 ottobre 2015 20:45
A: Loredana Mirra
Cc: r-sig-geo at r-project.org
Oggetto: Re: [R-sig-Geo] Spatial Durbin Model with regimes in a cross
section framework

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


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