Dear Linus,
I don't think you need to estimate effects for model 3 and 4 cause the
effects are only measured when you have the lag of your dependent variable,
in the SEM case or the SDEM you don't have to do it. For your case in model
2 you have to estimate the S(W) (I think that is Lesage and Pace's
notation) that includes the effects of the Wx, like what LP, show in page
34 when yoy are doing the Sr(w) but considering the different expression
they present in page 294 for the model.
Juan


On Mon, Aug 12, 2013 at 10:37 AM, Linus Holtermann <holtermann@hwwi.org>wrote:

>   Hello,
>
> I estimated four types of spatial probit models via instructions from
> LeSage's (2009) Book "Introduction to Spatial Econometrics" (MCMC-Method):
> 1.) Spatial Autoregressive Probit (SAR Probit)
> 2.) Spatial Durbin Probit (SD Probit)
> 3.) Spatial error model Probit (SEM Probit)
> 4.) Spatial durbin error model Probit (SDEM Probit)
>
> I need some help with the calculation of the (average) marginal effects
> (direct, indirect, total) for model 2-4. Please, check the attachment for
> the formulas. Is the calculation for the SD Probit model ok? If I am right,
> the SEM Probit does not require a calculation of direct and indirect
> effects. Instead we use the same calculation for marginal effects as in the
> non-spatial probit model.
> For the SDEM Probit model we also use the non-spatial calculation, whereas
> the coefficients of the durbin lags can be interpreted as indirect effects.
>
> A more general question. Is it possible that only some of the exogenous
> variables have spatial lags? Do the estimation-routine and formula for the
> calculation of marginal effects stay the same as in the SD Probit model?
>
> Thanks in advance
>
>
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Juan Tomás Sayago Gómez
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West Virginia University - RRI
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