[R-sig-Geo] SLX model for splm package in R

dfamaral at usp.br dfamaral at usp.br
Sun Aug 28 21:04:05 CEST 2016


Dear colleagues, 

Does anyone know how to implement Spatial Lag of X (SLX) model for panel data using splm package? I tried the following to create a WX matrix and then apply Fixed and Random Effects: 

tb <- read.csv2("panel.csv", header = TRUE, sep = ";", dec = ".") 
time <- length(unique(tb$year)) 
X <- as.matrix(tb[ ,3:20]) 
WX <- slag(X, listw, maxlag = 1) 

I see that slag is applicable for vectors of pseries, but this command led to the error message: "Error in UseMethod("slag"): no applicable method for 'slag' applied to an object of class "c('matrix', 'double', 'numeric')" 

Is there any way to implement this SLX model for panel series? 

Regards, 

Daniel. 

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