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

[Loredana Mirra]

Hi, and thank you again for your help. Following Anselin (2007) Spatial
regression analysis in R  I managed to test for the presence of spatial
regimes (also performing a Chow test) in R.

Since, I need to apply a Spatial Durbin model, I tried fitting it using the
following (just adding the option "mixed") to the sar command in the cases
of regimes (Centre_North and South in my case): 

durb<-lagsarlm(GR5101m~ 0+ (ONE+
LVAPC51):(C_Nord+NOC_Nord),data=highways,listw, type="mixed")
summary(durb)

I always get this error
error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) : 
  0 (non-NA) cases

I checked if there were NA cases and tried with other variables or weight
matrices. I wonder if this is a good approach or what is wrong.

Thank you for your attention 
Loredana Mirra


    

-----Messaggio originale-----
Da: Roger Bivand [mailto:Roger.Bivand at nhh.no] 
Inviato: venerdì 2 ottobre 2015 10:59
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 Fri, 2 Oct 2015, Loredana Mirra wrote:

>
> 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?

Please see ch. 4 in Kleiber and Zeilis (2008) Applied Econometrics with R. 
You may use anova() on the no-regime model and the regime model, which is
equivalent to a Chow test (personal communication, Achim Zeileis, 2005). 
It will however suffer from misspecification such as outliers, discussed in
section 4.3 and the use of a Wald test with an HC covariance matrix.

> Thanks also for the suggestion about the interpretation of output in SDM.

A "Chow" test might go through a Likelihood Ratio test, but should arguably
be presented using the empirical distributions of the impacts for each X
variable for the no-regime model and for each regime.

Hope this helps,

Roger

> 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
>>
>>
>>
>>
>>
>> ---
>> Questa e-mail ??? stata controllata per individuare virus con Avast
> antivirus.
>> https://www.avast.com/antivirus
>>
>> 	[[alternative HTML version deleted]]
>>
>>
>
> --
> 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
>
>
> ---
> Questa e-mail è stata controllata per individuare virus con Avast
antivirus.
> https://www.avast.com/antivirus
>
>

--
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


---
Questa e-mail è stata controllata per individuare virus con Avast antivirus.
https://www.avast.com/antivirus