[R-sig-Geo] 2SLS in spatial panel model

[Roger Bivand]

Yes, but you need to use debug(splm::spgm), then debug() functions as 
chosen in that wrapper from (probably) ivsplm. It may lead from there to 
one of several other functions depending on choices made in your 
arguments - like "fixed", or implied by those choices.

Either assign a copy of the object you need to the global environment 
using <<-, or use saveRDS() to save a copy of the object you need to file 
for access later.

You'll need several attempts to see where to add debug() calls as you move 
towards finding what you need.

Hope this helps,

Roger


On Wed, 27 Apr 2022, Martin Hulenyi wrote:

> Thanks!
>
> Is there also possibility to show the first stage results?
>
> Best,
>
> Martin
>
> On 27. 4. 2022 12:22, Roger Bivand wrote:
>>  Do you mean:
>>
>>  splm::spgm(..., endog=, instruments=, lag=TRUE, spatial.error=FALSE)
>>
>>  as in section 4.5 of
>>  https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdoi.org%2F10.3390%2Fmath9111276&data=05%7C01%7CRoger.Bivand%40nhh.no%7C090d6f14635c4b0fe46208da2843c824%7C33a15b2f849941998d56f20b5aa91af2%7C0%7C0%7C637866568955957593%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=5GqzsmTWUIwGm12R3DiegUlsK7Kk8dfpWZq5i0r5BiQ%3D&reserved=0
>>  ?
>>
>>  Roger
>>
>>  On Wed, 27 Apr 2022, Martin Hulenyi wrote:
>>
>>>  Dear all,
>>>
>>>  I would like to ask if there is a package that allows to implement 2SLS
>>>  in spatial panel setting (we have an endogenous independent variable we
>>>  want to instrument). If not, do you know if it is possible to implement
>>>  it in other software?
>>>
>>>  Best,
>>>
>>>  Martin
>>>
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>>> 
>>> 
>> 
>

-- 
Roger Bivand
Emeritus Professor
Department of Economics, Norwegian School of Economics,
Postboks 3490 Ytre Sandviken, 5045 Bergen, Norway.
e-mail: Roger.Bivand using nhh.no
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en