[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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