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<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">Dear all,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">I would like to implement a spatial quantile regression using instrumental variable estimation (according to Su and Yang (2007),<i> Instrumental variable quantile estimation of
spatial autoregressive models</i>, SMU economics & statistis working paper series, 2007, 05-2007, p.35</span><span lang="EN-GB" style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH"> ).
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">I am applying the hedonic pricing method on
</span><span lang="EN-GB" style="font-family:"Arial","sans-serif"">land transactions in Luxembourg. My original data set contains 4335 observations.
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">I’m quite new to R and would like to ask if someone has implemented the method proposed by Su and Yang in R or if anyone could give me a hint on the different codes and steps?<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">Please find attached a small sample of my data and matrix.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">R codes:
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">library(foreign)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">library(lmtest)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">library(spdep)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">library(quantreg)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">data<-read.table("DataSample.txt",header=TRUE, sep="")<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">attach(data)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">matrix<-read.gwt2nb("matrixsample.gwt" ,region.id=no_Trans)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif"">matrix.listw<-nb2listw(matrix)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">OLS model<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">OLS<-lm(lnprice~surface+d2007+LUX+tsect_ci, data=data)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">summary(OLS)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">SAR model<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">SAR<-lagsarlm(lnprice~surface+d2007+LUX+tsect_ci, data=data, listw = matrix.listw)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">summary(SAR)
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">I hope that this information is sufficient and will help you to help me
</span><span lang="EN-GB" style="font-family:Wingdings">J</span><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">Many thanks in advance,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif"">Marie-Line Glaesener<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-GB" style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">PhD student<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">Unité de Recherche IPSE (Identités. Politiques, Sociétés, Espaces)
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">Laboratoire de Géographie et Aménagement du Territoire<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">UNIVERSITÉ DU LUXEMBOURG<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">CAMPUS WALFERDANGE<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">Route de Diekirch / BP 2<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">L-7201 Walferdange<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH">Luxembourg<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif""><a href="http://www.geo.ipse.uni.lu/"><span style="mso-fareast-language:FR-CH">www.geo.ipse.uni.lu</span></a></span><span style="font-family:"Arial","sans-serif";mso-fareast-language:FR-CH"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Arial","sans-serif""><o:p> </o:p></span></p>
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