[R-sig-Geo] logLik value of the spml spatial panel model

[Danlin Yu]

Dear Jeremie:

Thank you for the response. I actually only copied the scripts from the 
spml help page, reproduced here:

fm <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
## the two standard specifications (SEM and SAR) one with FE
## and the other with RE:
## fixed effects panel with spatial errors
fespaterr <- spml(fm, data = Produc, listw = mat2listw(usaww),
                    model="within", spatial.error="b", Hess = FALSE) # 
doesn't matter if I set Hess = T or F here, and doesn't matter if I set 
spatial.error = "b" or "kkp"

And when I want to check the logLik value:

fespaterr$logLik

I got the "NULL" value

I checked this with some other data sets, and found that if I am using 
the spatial lag specification, I usually got a value for the logLik 
parameter. If, however, I use the spatial error specification, I usually 
got the "NULL" value for the logLik parameter. I was not able to get to 
the bottom of the issue by digging into the codes a bit. Any leads would 
be greatly appreciated.

Best,

Danlin


On 2018/10/24 15:30, Jeremie Juste wrote:
> Danlin Yu <yud using mail.montclair.edu> writes:
>
>
> Hello,
>
> Could you post the exact command you have used with all the relevant
> options? If you dug into the code then you've noticed quite a lot of
> nested control structures so a clear idea of your commands might be
> useful here.
>
> for instance
>
>      fm <- logc ~ logp+ logpn + logy
>      sarpool <-  suppressWarnings(splm::spml(fm,cigar,
>                                              listw=lwcig,
>                                              model="pooling",
>      spatial.error="none",lag=TRUE,index=c("region","time")))
>
> Will produce the logLik
>      sarpool$logLik
>
>
>  From what I've understood at some point the function <nlminb> is always
> called so a likelihood value is always produced although not always
> returned.
>
>
> Best regards,
>
> Jeremie
>
>
>
>> Dear List:
>>
>> In a recent attempt to compare spatial panel models using splm
>> package, I intend to use the logLik value that was produced by the
>> spml() routine. When I ran the model, I realize that the logLik value
>> is not always produced, especially when the spatial.error is set to
>> "b", a NULL value is returned. I know I must have missed something
>> here, but can anyone point out why the logLik value is not returned
>> when the spatial.error value is set to "b" (a spatial panel lag model
>> always return a logLik value). I tried a bit to dig into the codes,
>> but didn't find much that can answer my question.
>>
>> Thank you.
>>
>> Best,
>>
>> Danlin

-- 
___________________________________________
Danlin Yu, Ph.D.
Professor of GIS and Urban Geography
Department of Earth & Environmental Studies
Montclair State University
Montclair, NJ, 07043
Tel: 973-655-4313
Fax: 973-655-4072
Office: CELS 314
Email: yud using mail.montclair.edu
webpage: csam.montclair.edu/~yu