[R-sig-Geo] Error in splm random effects ML model

[Denys Dukhovnov]

Dear community,

I am trying to run a spatial panel random effects SEM model using splm package on a balanced spatial panel of N = 2472 and T = 4, and weights are based on k = 6 nearest neighbors. I encounter this error, which I can't find anything about in the documentation or online.

spml(formula = mx.standard ~ I.score, 
                         data = analysis.subset,
                         listw = listw.wgts,
                         effect = "individual",
                         model = "random", 
                         lag = FALSE,
                         spatial.error = "b",
                         index = c("Group", "Year"))

Error in .C64("aplsb1", SIGNATURE = c(SS$signature, SS$signature, "double",  : 
  NAs in argument 7 and 'NAOK = FALSE' (dotCall64)

Unlike the same specification but with fixed effects (with model = "within" argument), the one above takes a long while to run until it crashes. As far as I can tell, there are no memory issues.

An alternative spatial random effects using spgm() command runs OK, as do non-spatial fixed and random effects models using plm(). For the one above I could use spgm(), but I would prefer to keep all my models in the maximum likelihood estimation for consistency.

Any clarifications as to the nature of the error are welcome. 

Thank you.


Denys Dukhovnov