[R-sig-Geo] spml package and impacts calcultion

[Juan Tomas Sayago Gomez]

There is no methodology to estimate impacts for SEM, because the direct and
indirect impacts are only estimated for values that include the lag of your
dependent variable. However when you estimate SEM or SDEM or SLX, you don't
have to estimate the impacts and your coefficients will be interpreted as
in a regression.
Hope this helps,
Juan

On Mon, Dec 28, 2015 at 11:32 AM, Daniel Furlan Amaral <dfamaral at gmail.com>
wrote:

> Hi,
>
> I would like to present some other questions I can't solve.
>
> 1) I have to estimate a Spatial Durbin Panel Model (SDM) and a Spatial
> Durbin Error Model (SDEM). The problem is that the command *lag.listw* does
> not work for panel datasets and results in an error message:
>
>
>
> *Wx <- lag.listw(W, x)Error in lag.listw(W, x) : object lengths differ*
> Is there any command in spml (or any other package) to create spatial lag
> of regressors automatically? Or I need to do it manually?
>
> 2) Is there any control for heteroskedasticity for Spatial Panel Models in
> splm (or any other package)?
>
> 3) I need the log-Likelihood method for SAR, SEM and SARAR panel models. If
> I follow the method described in
>
> http://r-sig-geo.2731867.n2.nabble.com/spml-and-logLik-help-td7581581.html
>
> , SEM estimations get an error, so I decided to use the option quiet =
> FALSE. Doing this, I got a function value: -34101.08. The value to report
> in the paper should be -ln(34101.08), i.e, 10.43708?
>
> 4) I need to calculate impacts from Spatial Error Model:
>
> *efsem <- spml(fm, data = tb, index = "Cod_mun", listw = W, model =
> "within", spatial.error = "b", lag = FALSE, quiet = FALSE)*
>
>
> *impsem <- impacts(efsem, listw = W, style="W", time = 10)*
> But I receive this error message:
>
>
> *Error in impacts.splm(efsem, listw = W, style = "W", time = 10): object
> type not recognized*
> Does anyone know how to calculate impacts for panel SEM?
>
> Thank you.
>
>
>
> 2015-12-28 11:57 GMT-02:00 Daniel Furlan Amaral <dfamaral at gmail.com>:
>
> > Thank you, Mr. Roger.
> >
> > Best regards,
> >
> > Daniel.
> >
> > 2015-12-23 20:39 GMT-02:00 Roger Bivand <Roger.Bivand at nhh.no>:
> >
> >> On Wed, 23 Dec 2015, Edzer Pebesma wrote:
> >>
> >>
> >>>
> >>> On 23/12/15 22:02, Daniel Furlan Amaral wrote:
> >>>
> >>>> Dear all,
> >>>>
> >>>> Does anyone know about packages or commands to calculate direct,
> >>>> indirect
> >>>> and total impacts? I didn't find it on spml package.
> >>>>
> >>>
> >>> package spdep has impacts methods for some models, see ?impacts :
> >>>
> >>> library(spdep)
> >>>>
> >>> Loading required package: Matrix
> >>>
> >>>> methods(impacts)
> >>>>
> >>> [1] impacts.gmsar* impacts.sarlm* impacts.stsls*
> >>>
> >>>
> >> and model fitting functions in the splm package use those in their own
> >> method:
> >>
> >> library(splm)
> >>> methods(impacts)
> >>>
> >> [1] impacts.gmsar* impacts.sarlm* impacts.splm*  impacts.stsls*
> >>
> >> so use that method in the same way.
> >>
> >> Roger
> >>
> >>
> >>>> Thank you.
> >>>>
> >>>>         [[alternative HTML version deleted]]
> >>>>
> >>>> _______________________________________________
> >>>> R-sig-Geo mailing list
> >>>> R-sig-Geo at r-project.org
> >>>> https://stat.ethz.ch/mailman/listinfo/r-sig-geo
> >>>>
> >>>>
> >>>
> >>>
> >> --
> >> 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
> >>
> >>
> >
>
>         [[alternative HTML version deleted]]
>
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>



-- 
Juan Tomás Sayago Gómez
Graduate Research Assistant
West Virginia University - RRI
886 Chestnut Ridge Road, Room 520
P.O. Box 6825
Morgantown, WV 26506-6825

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