On Mon, 2 Mar 2020, André M. Marques via R-sig-Geo wrote:
Dear all, I am working on a research project that uses spatial panel
econometric models.
At this moment I am facing some difficulties because I guess there are
some issues with the function impacts() in spatialreg package and also
with impacts.splm() of the splm package.
I already have used these codes previously.
But at this time I have endogenous regressors in Cliff-Ord spatial panel
model. The major issue I have found is to calculate the impacts when I
have one endogenous variable (~pcap) and two exogenous instruments
(~hwy+water) in a SARAR spatial panel model.
I do not think that impacts methods have been implemented for this case.
The error message should lead you through traceback() and
debug(splm:::impacts.splm) to
Error in impacts.splm(GM_sarar.w2sls, tr = trMatc, R = 200) :
object type not recognized
Contributions welcome!
Roger
PS. Do not post in HTML, as HTML always destroys the plain-text nature of
code - this example was OK, but getting it to run cost a lot of
unecessarily wasted time.
Below I present a simple reproducible example: library(plm)
library(splm)
library(spdep)data("Produc",package='plm') # Panel data.
head(Produc)data("usaww", package="splm")
head(usaww) usalw <- mat2listw(usaww,style='W') # mat2listw() X nb2listw()
summary(usalw)fm <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
GM_sarar.w2sls <- spgm(formula=fm,data=Produc,listw=usalw,lag=TRUE,
model="random",spatial.error=TRUE,
endog = ~pcap,instruments= ~hwy+water,
lag.instruments = TRUE,method="w2sls")
summary(GM_sarar.w2sls) data(usaww)
lwstates <- mat2listw(usaww, style ="W")
sparse.W <- listw2dgCMatrix(lwstates)
time <- length(unique(Produc$year))
s.lwstates <- kronecker(Diagonal(time), sparse.W)
set.seed(12345)
trMatc <- spatialreg:::trW(s.lwstates, type="mult")
imp <- impacts(GM_sarar.w2sls, tr = trMatc, R = 200)
summary(imp, zstats=TRUE, short=T)
class(GM_sarar.ec2sls)
[1] "splm" Could someone please try to solve this issue by a
reproducible example?
Best regards,
André M. Marques
Federal University of Paraiba
Department of Economics
Graduate Program of Economics
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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
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
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