[R-sig-Geo] Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

[André M. Marques]

Dear all,
# I am facing the following problem in calculating the impacts and their significance based on 'impacts' function in# {spatialreg} package:# I have one endogenous (HOVAL) and one instrument (PLUMB) ## endo=~HOVAL ; instruments=~PLUMB
# How can I calculate the impact measures and their significance based on GMM/IV of 'spreg ( )' function in sphet package# when I have one endogenous and one instrument?
# My reproducible example:require("sf", quietly=TRUE)library(sphet)library(spatialreg)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)require("spdep", quietly=TRUE)col.gal.nb <- spdep::read.gal(system.file("weights/columbus.gal", package="spData")[1])listw <- spdep::nb2listw(col.gal.nb)
# I have one endongenous (HOVAL) and one instrument (PLUMB) ## endo=~HOVAL ; instruments=~PLUMB # res.spreg <- spreg(CRIME ~ INC + OPEN, columbus, listw,                   endo=~HOVAL,lag.instr = TRUE,instruments=~PLUMB,                   model=c('ivhac'),het=TRUE,HAC=FALSE)class(res.spreg)#[1] "sphet"  "gstsls"summary(res.spreg)
######################################################################################### Now the problem: I'm unable to calculate the impacts in a (cross-section) Cliff-Ord model based on GMM/IV #########################################################################################
W <- as(listw, "CsparseMatrix")trMatc <- trW(W, type="mult")trMC <- trW(W, type="MC")
set.seed(1234)impacts(res.spreg, listw=listw)
# I get the error message:Error in spatialreg::intImpacts(rho = rho, beta = beta, P = P, n = n,  :   argumento "evalues" ausente, sem padrãoAlém disso: Warning message:Function intImpacts moved to the spatialreg package 

# or even:library(coda)lobjIQ5 <- impacts(res.spreg, tr=trMatc, R=200, Q=5)summary(lobjIQ5, zstats=TRUE, short=TRUE)
# When I use the 'evalues' argument as the vector of eigenvalues of spatial weights matrix:
ev <- eigenw(listw)impacts(res.spreg, evalues=ev)
# I get the error:
Error in spatialreg::intImpacts(rho = rho, beta = beta, P = P, n = n,  :   argumento "evalues" ausente, sem padrão


Thanks for some help,
Best wishes,

André M. MarquesFederal University of Paraiba
Department of EconomicsGraduate Program of Economics



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