[R-sig-Geo] Doubt

[Pietro Andre Telatin Paschoalino]

Hello everyone on the list.

I am a PhD student in Brazil and I have some doubts in the area of ​​spatial econometrics, if anyone knows and can answer me I would be very grateful.

I'm using the spreg function from the sphet package. Sorry if I'm asking you an obvious question, but I couldn't solve it simply by looking in forums / reading the articles of the area.

Follow:

1- One of the arguments of the spreg function is called step1c, in this case, if I say TRUE, would I be using the efficient estimator of ρ, if false, would it just be the consistent estimator? I verified that step1c = T, brings me the same result as the gstslshet function.

2- I am having problems estimating impact after spreg, depending on the versions of my packages, or I have an error (evalue not informed), not performing the estimation, or when I can perform it, a HAC correction is applied to my standard errors (even if I don't put the HAC option on my code) and all my p-values ​​become insignificant (which is very strange since my estimators by lmsar or gstsls have significant impacts). Would you know to inform me if there is an alternative way to calculate the impacts?

As the HAC was applied to the impacts, I was also in doubt as to whether all the correction for heteroscedasticity is being done via HAC, even though I did not select this option in the models.

Thank you very much.

Pietro Andre Telatin Paschoalino


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