Thanks a lot. That's very helpful Best regards. Youba.
Roger Bivand <[email protected]> a écrit : > On Wed, 20 Apr 2016, Youba Ndiaye wrote: > >> Dear all, >> >> I'm a Ph.D student and I'm working on spatial econometrics approach. >> >> I want to implement a static spatial durbin model in R with "splm" >> function. But the particular case of my model is that my durbin model is >> partial such as: >> y = rho.Wy + X.beta + WZ.theta + epsilon >> >> X and Z are vectors of explanatory variables with respectively (N,k) and >> (N, m) dimensions. k>m. In orders words, the Z is a spatially lagged >> subset >> of X. >> >> My aim is to calculate properly impact measures of this model in R. > > All of the impacts methods expect k=m. A sketch of a possible approach is: > > library(spdep) > example(columbus) > lw <- nb2listw(col.gal.nb) > f <- CRIME ~ INC + HOVAL + I(lag(lw, HOVAL)) > mod <- lagsarlm(f, data=columbus, lw) > summary(mod) > > by constructing the (dense) S(W)_r matrices differently for the > non-Durbin and Durbin variables: > > iIrW <- invIrW(lw, mod$rho) > S_INC <- iIrW %*% (mod$coefficients[2]*diag(nrow(columbus))) > S_HOVAL <- iIrW %*% ((mod$coefficients[3]*diag(nrow(columbus))) - > (mod$coefficients[4]*listw2mat(lw))) > > Then you can get the direct and total impacts in the usual way: > > dir_INC <- sum(diag(S_INC))/nrow(columbus) > dir_HOVAL <- sum(diag(S_HOVAL))/nrow(columbus) > tot_INC <- sum(c(S_INC))/nrow(columbus) > tot_HOVAL <- sum(c(S_HOVAL))/nrow(columbus) > > with indir_* = tot_* - dir_*. > > No inference tools are available, though. > > It might be possible to inject zero WZ coefficient values and > covariances for non-included WX variables in order to use the standard > impacts methods, but you need strong reasons apriori to assume that they > are zero; going with regular Durbin will be likely to be more robust, > and will give a clear test of the insignificance of the indirect impacts. > > Hope this helps, > > Roger > >> Thank You in advance. >> Best regards. >> Youba. >> >> [[alternative HTML version deleted]] >> >> _______________________________________________ >> R-sig-Geo mailing list >> [email protected] >> https://stat.ethz.ch/mailman/listinfo/r-sig-geo > > -- > Roger Bivand > Department of Economics, Norwegian School of Economics, > Helleveien 30, N-5045 Bergen, Norway. > voice: +47 55 95 93 55; fax +47 55 95 91 00 > e-mail: [email protected] > http://orcid.org/0000-0003-2392-6140 > https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=enhttp://depsy.org/person/434412 [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list [email protected] https://stat.ethz.ch/mailman/listinfo/r-sig-geo
