[R-sig-Geo] sarorderedprobit panel data

Ryan, Alex @ry@n19 @end|ng |rom jcu@edu
Sat Apr 17 20:48:33 CEST 2021


I am attempting to use the sarorderedprobit function (within the
"spatialprobit" package) to perform a SAR Ordered Probit estimation using
panel data.

I have imported my spatial weight matrix (representing the 50 states of the
US) using the following script:

Weight_GAL<- read.gal(File, override.id=TRUE)
Weight_List<nb2listw(Weight_GAL,style="W", zero.policy=TRUE)
W<-listw2mat(Weight_List)

which successfully imports the 50x50 sparse matrix.

The following sarorderedprobit is run:

sarorderedprobit(formula, W=W, showProgress=TRUE)

When using cross-sectional data with 50 observations, the script
successfully estimates the sarorderedprobit model. However, when panel data
is used with 3 years (i.e., 150 observations), the script returns the
following error:

"Error: Matrices must have same dimensions in .Arith.Csparse(e1,e2,
.Generic, class. = dgCMatrix")".

The issue here seems to be related to the use of a 50x50 weight matrix with
150 observations. Unfortunately, I have not found any references to using
the sarorderedprobit function with panel data. Can anyone provide guidance
on whether the sarorderedprobit function supports estimation using panel or
timeseries datasets?

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