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

[Roger Bivand]

On Sun, 28 Aug 2016, dfamaral at usp.br wrote:

> 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])

class(X) is not "pseries", is it?

> 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')"

slag.default() takes a vector, slag.pseries() a "pseries" object.

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

Did you look at spdep::create_WX?

>
> Regards,
>
> Daniel.
>
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>

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-- 
Roger Bivand
Department of Economics, Norwegian School of Economics,
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