[R-sig-Geo] Spatial Panel Models Problem (Splm package)

[Roger Bivand]

On Sat, 5 May 2018, felipe tavares wrote:

> Good evening.
>
> I am trying to estimate a spatial panel data model through splm package.
>
> I am facing the error: Error in lag.listw(listw, u, zero.policy =
> zero.policy) :
>  object lengths differ
>
> However, my W matrix is NxN, my y vector is NTx1 and my X matrix is NTxK.
>
> My code is:
> poly <- readOGR(dsn ="C:/Users/fstavares/OneDrive/Resource Policy Paper",
> layer = "RJ")
> RJ <- poly2nb(poly)
> W <- nb2listw(RJ, zero.policy = TRUE, style = "W", glist = NULL)
> SEM <- spml(gdp ~ oivrev, listw = W, model="within", spatial.error="b",
> lag=F, data=panel)
>

Are the first two columns of panel as required (from ?spml):

     data: an object of class ‘data.frame’ or ‘pdata.frame’. A data
           frame containing the variables in the model. When the object
           is a ‘data.frame’, the first two columns shall contain the
           indexes, unless otherwise specified. See ‘index’

From ?index

      Panel data are stored in a ‘"pdata.frame"’ which has an ‘"index"’
      attribute. Fitted models in ‘"plm"’ have a ‘"model"’ element which
      is also a ‘"pdata.frame"’ and therefore also has an ‘"index"’
      attribute. Finally, each series, once extracted from a
      ‘"pdata.frame"’, becomes of class ‘"pseries"’, which also has this
      ‘"index"’ attribute.  ‘"index"’ methods are available for all
      these objects.  The argument ‘"which"’ indicates which index
      should be extracted. If ‘which = NULL’, all indexes are extracted.
      ‘"which"’ can also be a vector of length 1, 2, or 3 (3 only if the
      pdata frame was constructed with an additional group index)
      containing either characters (the names of the individual variable
      and/or of the time variable and/or the group variable or ‘"id"’
      and ‘"time"’) and ‘"group"’ or integers (1 for the individual
      index, 2 for the time index, and 3 for the group index (the latter
      only if the pdata frame was constructed with such).)

and:

> str(Produc)
'data.frame':	816 obs. of  11 variables:
  $ state : Factor w/ 48 levels "ALABAMA","ARIZONA",..: 1 1 1 1 1 1 1 1 1 1 
...
  $ year  : int  1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 ...
  $ region: Factor w/ 9 levels "1","2","3","4",..: 6 6 6 6 6 6 6 6 6 6 ...
  $ pcap  : num  15033 15502 15972 16406 16763 ...
  $ hwy   : num  7326 7526 7765 7908 8026 ...
  $ water : num  1656 1721 1765 1742 1735 ...
  $ util  : num  6051 6255 6442 6756 7002 ...
  $ pc    : num  35794 37300 38670 40084 42057 ...
  $ gsp   : int  28418 29375 31303 33430 33749 33604 35764 37463 39964 
40979 ...
  $ emp   : num  1010 1022 1072 1136 1170 ...
  $ unemp : num  4.7 5.2 4.7 3.9 5.5 7.7 6.8 7.4 6.3 7.1 ...

with the individual column first varying slowly, and the time column 
second varying within the first column values. Since you do not provide a 
reproducible example (not your data and code, an example using built-in 
data), it is hard to know.

Hope this clarifies,

Roger

>
> Does anyone have faced this problem?
>
> I can send database and code, if it somebody can help me.
>
>
>
>

-- 
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
http://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en