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

[Roger Bivand]

On Sat, 2 May 2020, André M. Marques via R-sig-Geo wrote:

> Dear all,
> I apologize for my previous unclear code in the mail list.Now I hope to be clear about the problem I am facing in the following 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 and their p-values in a (cross-section) Cliff-Ord model based on GMM/IV:
>

Had you followed list rules and posted plain text, things might have been 
clearer. HTML tries to make code look like a paragraph of text, so messes 
everything up. This is a plain-text version:

library(sphet)
library(spatialreg)
columbus <- sf::st_read(system.file("shapes/columbus.shp",
   package="spData")[1], quiet=TRUE)
col.gal.nb <- spdep::read.gal(system.file("weights/columbus.gal",
   package="spData")[1])
listw <- spdep::nb2listw(col.gal.nb)
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)
summary(res.spreg)
impacts(res.spreg, listw=listw)

This indicates a mismatch firstly between released spatialreg and spdep in 
handling impacts for some sphet objects, and further that the IV case may 
not yet be covered. Please provide this reproducible example on 
https://github.com/r-spatial/spatialreg/issues and ping the sphet 
maintainer.

Roger


> 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 when I try:library(coda)lobjIQ5 <- impacts(res.spreg, tr=trMatc, R=200, Q=5)summary(lobjIQ5, zstats=TRUE, short=TRUE)# I got the same error message.
> ## When I use the 'evalues' argument as the vector of eigenvalues of spatial weights matrix:
> ev <- eigenw(listw)impacts(res.spreg, evalues=ev)
> # Even in this way I got the same error message.
>
> Thanks for help.
> Best wishes,
> André M. Marques
> Federal University of ParaibaGraduate Program of Economics
>
>
> 	[[alternative HTML version deleted]]
>
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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