[R-sig-Geo] Doubt
Roger Bivand
Roger@B|v@nd @end|ng |rom nhh@no
Mon Aug 3 21:56:38 CEST 2020
On Mon, 3 Aug 2020, Pietro Andre Telatin Paschoalino wrote:
> Hello everyone, follow my doubts about the sphet package, related to direct and indirect impacts, and simulation of standard errors.
>
> I will be very grateful if anyone can help me.
>
> follow my code using built-in columbus data.
>
> library(rgdal)
> library(sp)
> library(raster)
> library(rgeos)
> library(maptools)
> library(spdep)
> library (splm)
> library(sphet)
>
> data(columbus, package="spdep")
> listw <- spdep::nb2listw(col.gal.nb)
>
> attach(columbus)
>
> #i'm going direct to regression by sphet
>
> #SAC (SARAR MODEL)
>
> SAC.robust <- spreg(INC ~ HOVAL+DISCBD+CP, data=columbus, listw, model="sarar", het=TRUE)
>
> #LAG MODEL
>
> SARrobust <- spreg(INC ~ HOVAL+DISCBD+CP, data=columbus, listw, model="lag", het=TRUE)
>
> #going to my questions about the impacts function
>
> #FOR SAC MODEL
>
>> W <- as(as_dgRMatrix_listw(listw), "CsparseMatrix")
> Warning message:
>
> Function as_dgRMatrix_listw moved to the spatialreg package
>
>> trMatc <- trW(W, type="mult")
>
> Warning message:
> Function trW moved to the spatialreg package
>
>> effects<- summary(impacts(SAC.robust, tr=trMatc, R=10000), zstats=TRUE, short=TRUE)
>> effects
>
With remotes::install_github("gpiras/sphet"), you need rather:
effects<- impacts(SAC.robust, tr=trMatc, n_mvn=10000, inference=TRUE)
summary(effects)
effects <- impacts(SARrobust, tr=trMatc, n_mvn=10000, inference=TRUE)
summary(effects)
However, these are work-in-progress, and would benefit from raising an
issue on https://github.com/gpiras/sphet/issues. The values are similar
to:
library(spatialreg)
SARrobust1 <- stsls(INC ~ HOVAL+DISCBD+CP, data=columbus, listw,
robust=TRUE)
ii <- impacts(SARrobust1, tr=trMatc, R=10000)
summary(ii, zstats=TRUE, short=TRUE)
Raising an issue would help, and this example should be included there.
Roger
> ========================================================
> Simulation results (GSTSLS variance matrix):
> ========================================================
>
> #FOR SAR MODEL
>>
>> effects<- summary(impacts(SARrobust, tr=trMatc, R=10000), zstats=TRUE, short=TRUE)
>
> that gives me:
>
> Error in UseMethod("impacts", obj) :
> no applicable method for 'impacts' applied to an object of class "c('sphet', 'stsls_sphet')"
>
> #how i said the impacts is not computable.
>
> #One way to compute the impacts is by:
>
> effects<- summary(spatialreg::impacts(SARrobust, tr=trMatc, R=10000), zstats=TRUE, short=TRUE)
> effects
>
> Impact measures (lag, trace):
> ========================================================
> Simulation results (IV HAC variance matrix):
> ========================================================
>
> the simulation of standard errors and p-values is done by IV HAC. (which left me confused because I did not specify such an
> #attribute in my regression, leaving me in doubt if the standard errors of the regression had also been corrected with HAC.)
>
> #another option is:
>
> effects<- summary(spatialreg::impacts.stsls(SARrobust, tr=trMatc, R=10000), zstats=TRUE, short=TRUE)
> effects
>
> #again simulated through the HAC variance matrix.
> #Note: In this case, generally, all p-values were not significant, but using my database, by spatialreg :: impacts, the impacts are
> #statistically significant and using spatialreg :: impacts. stsls, they become insignificant.
>
> #follow my sessionInfo (), how i Said, i'm using the version of sphet by R-forge.
>>
>> sessionInfo ()
>
> R version 3.6.2 (2019-12-12)
> Platform: x86_64-w64-mingw32/x64 (64-bit)
> Running under: Windows 10 x64 (build 18363)
>
> Matrix products: default
>
> locale:
> [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252
> [4] LC_NUMERIC=C LC_TIME=English_United States.1252
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1] sphet_1.7-6 splm_1.4-11 spdep_1.1-5 sf_0.9-5 spData_0.3.8 maptools_1.0-1 rgeos_0.5-3 raster_3.3-7 rgdal_1.5-10
> [10] sp_1.4-2
>
> loaded via a namespace (and not attached):
> [1] Rcpp_1.0.5 bdsmatrix_1.3-4 lattice_0.20-41 deldir_0.1-25 class_7.3-15 zoo_1.8-8 gtools_3.8.2
> [8] digest_0.6.25 lmtest_0.9-37 spDataLarge_0.4.1 R6_2.4.1 coda_0.19-3 e1071_1.7-3 spam_2.5-1
> [15] pillar_1.4.4 Rdpack_0.11-1 miscTools_0.6-26 rlang_0.4.7 rstudioapi_0.11 gdata_2.18.0 gmodels_2.18.1
> [22] Matrix_1.2-18 splines_3.6.2 stringr_1.4.0 foreign_0.8-72 compiler_3.6.2 pkgconfig_2.0.3 maxLik_1.3-8
> [29] tidyselect_1.1.0 tibble_3.0.1 expm_0.999-4 codetools_0.2-16 crayon_1.3.4 dplyr_1.0.0 MASS_7.3-51.4
> [36] spatialreg_1.1-5 grid_3.6.2 nlme_3.1-142 lifecycle_0.2.0 DBI_1.1.0 magrittr_1.5 units_0.6-7
> [43] ibdreg_0.2.5 bibtex_0.4.2.2 KernSmooth_2.23-16 stringi_1.4.6 plm_2.2-3 LearnBayes_2.15.1 ellipsis_0.3.1
> [50] generics_0.0.2 vctrs_0.3.1 boot_1.3-23 sandwich_2.5-1 Formula_1.2-3 tools_3.6.2 glue_1.4.1
> [57] purrr_0.3.4 parallel_3.6.2 classInt_0.4-3 gbRd_0.4-11 dotCall64_1.0-0
>
> Thank you.
>
> Pietro Andre Telatin Paschoalino
> Doutorando em Ci�ncias Econ�micas da Universidade Estadual de Maring� - PCE.
>
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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 using nhh.no
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
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