On Wed, 3 Jan 2018, Rafael Pereira wrote:
Dear all,
I am using a spatial lag regression model in a paper. I know already how to
get the total impacts of the model, but I don't know how to generate the
standard errors of the total impacts.
In this paper by Roger Bivand here*, these SE were "calculated using the
'estimable' function in the R gmodels package." I've checked the function
documentation but I couldn't really get my head around how to use it on
a lagsarlm lag model.
Wrong reference - those are for SLX and SDEM models, but use the
appropriate impacts() methods. See ?impacts. Remember to create a vector
of traces, and help your head by (re)-reading LeSage & Pace 2009, and
https://www.jstatsoft.org/index.php/jss/article/view/v063i18, p. 8 and
section 5.
Hope this helps,
Roger
Can someone give me hand? There is a reproducible example below, but if any
of you could share a snippet of code you have already used this would be
very helpful already.
# reproducible example
data(oldcol)
COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, type="lag",
nb2listw(COL.nb, style="W"), method="eigen",
quiet=FALSE)
summary(COL.lag.eig, correlation=TRUE)
* http://openjournals.wu.ac.at/region/paper_107/107.html
best wishes,
Rafael H M Pereira
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Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: roger.biv...@nhh.no
Editor-in-Chief of The R Journal, https://journal.r-project.org/index.html
http://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
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