Dear all,
# I am facing the following problem in calculating the impacts and their
significance based on 'impacts' function in# {spatialreg} package:# I have one
endogenous (HOVAL) and one instrument (PLUMB) ## endo=~HOVAL ;
instruments=~PLUMB
# How can I calculate the impact measures and their significance based on
GMM/IV of 'spreg ( )' function in sphet package# when I have one endogenous and
one instrument?
# My reproducible example:require("sf",
quietly=TRUE)library(sphet)library(spatialreg)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1],
quiet=TRUE)require("spdep", quietly=TRUE)col.gal.nb <-
spdep::read.gal(system.file("weights/columbus.gal", package="spData")[1])listw
<- spdep::nb2listw(col.gal.nb)
# I have one endongenous (HOVAL) and one instrument (PLUMB) ## endo=~HOVAL ;
instruments=~PLUMB # res.spreg <- spreg(CRIME ~ INC + OPEN, columbus, listw,
endo=~HOVAL,lag.instr = TRUE,instruments=~PLUMB,
model=c('ivhac'),het=TRUE,HAC=FALSE)class(res.spreg)#[1] "sphet"
"gstsls"summary(res.spreg)
#########################################################################################
Now the problem: I'm unable to calculate the impacts in a (cross-section)
Cliff-Ord model based on GMM/IV
#########################################################################################
W <- as(listw, "CsparseMatrix")trMatc <- trW(W, type="mult")trMC <- trW(W,
type="MC")
set.seed(1234)impacts(res.spreg, listw=listw)
# I get the error message:Error in spatialreg::intImpacts(rho = rho, beta =
beta, P = P, n = n, : argumento "evalues" ausente, sem padrãoAlém disso:
Warning message:Function intImpacts moved to the spatialreg package
# or even:library(coda)lobjIQ5 <- impacts(res.spreg, tr=trMatc, R=200,
Q=5)summary(lobjIQ5, zstats=TRUE, short=TRUE)
# When I use the 'evalues' argument as the vector of eigenvalues of spatial
weights matrix:
ev <- eigenw(listw)impacts(res.spreg, evalues=ev)
# I get the error:
Error in spatialreg::intImpacts(rho = rho, beta = beta, P = P, n = n, :
argumento "evalues" ausente, sem padrão
Thanks for some help,
Best wishes,
André M. MarquesFederal University of Paraiba
Department of EconomicsGraduate Program of Economics
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