[R-sig-Geo] Question impacts lagged independent variables lagsarlm

[Jorge Cárcamo]

Dear all,

I am working with a lagsarlm "mixed" model I executed:
library(spdep)
library(coda)
dsts15 <- nbdists(nbs15, data.xy)
idw15 <- lapply(dsts15, function(x) 1/(x))
sy15 <- nb2listw(nbs15, glist=idw15, style="W")
mod.sdm.15<-lagsarlm(AR32 ~ SD46 + Totaland + PC18 + PC22 + sra + sla + saa
+ owue + yearrain + yearfdi, data=data, listw=sy15, type="mixed",
tol.solve=1.0e-12)
summary(mod.sdm.15)

And got following results (abridged table):

               Estimate Std. Error z value Pr(>|z|)
(Intercept)   1.4255019  0.4824828  2.9545 0.003132
SD46          0.0149057  0.0116146  1.2834 0.199365
Totaland     -0.0217556  0.0072475 -3.0018 0.002684
...
yearrain      0.0557373  0.0485612  1.1478 0.251062
yearfdi      -0.0109979  0.0069536 -1.5816 0.113741
lag.SD46      0.0262273  0.0278045  0.9433 0.345539
lag.Totaland  0.0060992  0.0141515  0.4310 0.666474
...
lag.yearrain -0.2083118  0.0772751 -2.6957 0.007024
lag.yearfdi   0.0111460  0.0081562  1.3666 0.171761
Rho: -0.54702, LR test value: 10.052, p-value: 0.0015215

Immediatly, I exectued impacts(mod.sdm.15, R=1000), to get the impacts:

               Direct     Indirect         Total
SD46      0.013136761  0.013451739  0.0265884995
Totaland -0.023517332  0.013397014 -0.0101203177
...
yearrain  0.079110119 -0.177734631 -0.0986245121
yearfdi  -0.012677636  0.012773412  0.0000957761

Through simulation I manage to get credible intervals for direct, indirect
and total impacts (HPDinterval(impacts, choice="XXX")).

However, how can I get the impacts of the lagged variables? I have seen
some publications such as: Läpple, D., & Kelley, H. (2014). Spatial
dependence in the adoption of organic drystock farming in Ireland. That
report a posterior mean and credible intervals for the lagged variables.

All suggestions are welcome.

Best regards,

*Ing. Jorge Alfredo Cárcamo, M. Sc., Ph. D. (c)*
Agriculture economics
Georg-August-Universität Göttingen

	[[alternative HTML version deleted]]