[R-sig-Geo] standard errors of total impacts in a spatial lag regression model lagsarlm

[Roger Bivand]

On Wed, 3 Jan 2018, Rafael Pereira wrote:

> Dear all,
>
> I am using a spatial lag regression model in a paper. I know already how to
> get the total impacts of the model, but I don't know how to generate the
> standard errors of the total impacts.
>
> In this paper by Roger Bivand here*, these SE were "calculated using the
> 'estimable' function in the R gmodels package." I've checked the function
> documentation but I couldn't really get my head around how to use it on
> a lagsarlm lag model.

Wrong reference - those are for SLX and SDEM models, but use the 
appropriate impacts() methods. See ?impacts. Remember to create a vector 
of traces, and help your head by (re)-reading LeSage & Pace 2009, and 
https://www.jstatsoft.org/index.php/jss/article/view/v063i18, p. 8 and 
section 5.

Hope this helps,

Roger

>
> Can someone give me hand? There is a reproducible example below, but if any
> of you could share a snippet of code you have already used this would be
> very helpful already.
>
> # reproducible example
> data(oldcol)
> COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, type="lag",
>                        nb2listw(COL.nb, style="W"), method="eigen",
> quiet=FALSE)
> summary(COL.lag.eig, correlation=TRUE)
>
>
>
> * http://openjournals.wu.ac.at/region/paper_107/107.html
>
> best wishes,
>
> Rafael H M Pereira
>
> 	[[alternative HTML version deleted]]
>
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-- 
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: Roger.Bivand at nhh.no
Editor-in-Chief of The R Journal, https://journal.r-project.org/index.html
http://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en