Hello,
Yes, to add something to what prof Bivand wrote. to manually create the WX
remember to use the Kronecker product of the time Identity and the Weight
matrix. and it should be straight forward.
Best,
Juan.


On Mon, Jul 15, 2013 at 6:45 AM, Roger Bivand <Roger.Bivand@nhh.no> wrote:

> On Mon, 15 Jul 2013, Juan Tomas Sayago Gomez wrote:
>
>  Hi, package spdep, when you use the command lagsarlm select the option
>> type
>> mixed.
>> install.packages("spdep")
>> library(spdep)
>> ?lagsarlm
>>
>
> Right for cross-section models, but the question was about spatial panel
> models. In that case. it may be necessary to construct the spatial lags
> manually, and add them to the model to be estimated (by ML, for GM you risk
> difficulties with instruments).
>
> Roger
>
>
>  Best,
>> Juan
>>
>>
>> On Sun, Jul 14, 2013 at 11:54 PM, Chen, Xi Prof. <Xi.Chen@quinnipiac.edu
>> >wrote:
>>
>>  Hi,
>>> Is there a package that can run spatial panel durbin model in r?
>>>
>>> Thanks.
>>> ______________________________**_________________
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>>> R-sig-Geo@r-project.org
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>>>
>>>
>>
>>
>>
>>
> --
> Roger Bivand
> Department of Economics, NHH Norwegian School of Economics,
> Helleveien 30, N-5045 Bergen, Norway.
> voice: +47 55 95 93 55; fax +47 55 95 95 43
> e-mail: Roger.Bivand@nhh.no
>
>


-- 
Juan Tomás Sayago Gómez
Graduate Research Assistant
West Virginia University - RRI
886 Chestnut Ridge Road, Room 520
P.O. Box 6825
Morgantown, WV 26506-6825

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