Dear list,
I have a panel data and I would like to test if the spatial dependence is
an issue. However, I am getting this error:
#ERROR
Error in nb2listw(sub.queen.nb$neighbours, style = "W", zero.policy = TRUE)
:
Not a neighbours list
Below I report my code to see if somebody can help me on this matter:
#Spatial Dependence for Panel 32 regions from 1990-2014
# The Spatial Matrix
# Read the shapefile and set up the working directory.
library(foreign)
library(haven)
setwd("C:/Users/Usuario/Desktop/instituciones/revision energy
economics/docs enviados/spatial test")
x <- read.dta("C:/Users/Usuario/Desktop/instituciones/revision energy
economics/docs enviados/spatial test/high_spatial.dta")
# Matching with stata file and shapefile by ID
dta_cntries <- unique(x$OBJECTID)
library(sf)
wrld <- st_read("C:/Users/Usuario/Desktop/instituciones/revision energy
economics/spatial panel in
stata/Longitude_Graticules_and_World_Countries_Boundaries-shp/countries1.shp")
wrld_a <- aggregate(wrld, list(wrld$OBJECTID), head, n=1)
o <- match(dta_cntries, wrld_a$OBJECTID)
#Check if matching is right
The Stata file has two non-matching names (left ccode stata, right names in
map shapefile):
which(is.na(o))
o <- match(dta_cntries, wrld$OBJECTID)
o
library(spdep)
row.names(wrld_a) <- wrld_a$OBJECTID
nb <- poly2nb(wrld_a)
nb1 <- subset(nb, 1:nrow(wrld_a) %in% o)
#high
Neighbour list object:
Number of regions: 32
Number of nonzero links: 82
Percentage nonzero weights: 8.007812
Average number of links: 2.5625
wrld_s <- wrld_a[1:nrow(wrld_a) %in% o,]
nb2 <- poly2nb(wrld_s)
all.equal(nb1, nb2, check.attributes=FALSE)
[1] TRUE # subsetting well-done
***********************************
# Queen Matrix
sub.worlddata <-wrld_s
sub.queen.nb <- poly2nb(sub.worlddata, queen=TRUE)
length(sub.queen.nb) #32
summary(sub.queen.nb)
sub.queen.listw <-nb2listw(sub.queen.nb,zero.policy = TRUE)
summary(sub.queen.listw,zero.policy = TRUE)
head(sub.queen.nb)
*********************************
# Prepare the dataset for panel data analysis in R.
library(plm)
setwd("C:/Users/Usuario/Desktop/instituciones/revision energy
economics/code and data/quantile")
high <- read.dta("C:/Users/Usuario/Desktop/instituciones/revision energy
economics/docs enviados/spatial test/high_spatial.dta")
mydata <- pdata.frame(high, index = c("OBJECTID", "year"))
**************************************
#Variables.
energy <- mydata$leic
gdp <- mydata$lgdppcnewc
gdp2 <- mydata$lgdppcnewc2
fdi <- mydata$fdigc
imports <- mydata$importsgc
industry <- mydata$industrygc
inst.1 <- mydata$kun_legabsc
**********************************
#Define formula
model.1 <- energy ~ gdp + gdp2 + fdi + imports + industry + inst.1
********************
# Testing spatial autocorrelation
library(spatialreg)
ols.eq1 <- lm(model.1, data = mydata)
summary(ols.eq1)
**********************************
lmMoranTest <- lm.morantest(ols.eq1,nb2listw(sub.queen.nb$neighbours,
style="W",zero.policy = TRUE))
lmMoranTest
#ERROR
Error in nb2listw(sub.queen.nb$neighbours, style = "W", zero.policy = TRUE)
:
Not a neighbours list
library(spdep)
lmLMtests <- lm.LMtests(ols.eq1,nb2listw(sub.queen.nb), test=c("LMerr",
"LMlag", "RLMerr", "RLMlag", "SARMA"))
lmLMtests
#ERROR
Error in nb2listw(sub.queen.nb$neighbours, style = "W", zero.policy = TRUE)
:
Not a neighbours list
Many thanks
Best wishes,
Maria Jesus
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