Thanks Professor Bivand and Josiah. See below, basic info and code: # Rstudio version and PC info
platform x86_64-w64-mingw32 arch x86_64 os mingw32 system x86_64, mingw32 status major 4 minor 1.2 year 2021 month 11 day 01 svn rev 81115 language R version.string R version 4.1.2 (2021-11-01) ####### code ##### # Load necessary libraries library(tigris) library(splm) library(spdep) library(Matrix) library(plm) # census tracts dc_tracts_2018 <- tracts(state="DC",cb=TRUE, year=2018) dc_tracts_2018$row.id <- 1:179 # Spatial matrix coords <- coordinates(dc_tracts_2018) DC.knn_7 <- knearneigh(coords, k=7) DC7_nb <- knn2nb(DC.knn_7) DCknn_7 <- nb2listw(DC7_nb, style="W") # reproducible example set.seed(123) df2010 <- data.frame( y = rnorm(179), x = rnorm(179, mean=2), x2 = rnorm(179, mean = 3), year=2010, row.id = 1:179 ) df2015 <- data.frame( y = rnorm(179), x = rnorm(179, mean=2.5), x2 = rnorm(179, mean = 3), year=2015, row.id = 1:179 ) df2020 <- data.frame( y = rnorm(179), x = rnorm(179, mean=1.5), x2 = rnorm(179, mean = 3.5), year=2020, row.id = 1:179 ) # drop geom st_geometry(dc_tracts_2018) <- NULL #list of data frame df <- list(df2010,df2015,df2020) for (i in seq_along(df)) { df[[i]] <- merge(df[[i]], dc_tracts_2018, by = "row.id") } df2010 <- df[1] df2015 <- df[2] df2020 <- df[3] # merging panel_dc_2010_2020 <- rbind(df2010[[1]], df2015[[1]], df2020[[1]]) #### setting lag variables panel_dc_2010_2020.pd<-pdata.frame(panel_dc_2010_2020, index=c("GEOID","year")) # lag variables panel_dc_2010_2020.pd$lag_x <- slag(panel_dc_2010_2020.pd$x,listw=DCknn_7) panel_dc_2010_2020.pd$lag_x2 <- slag(panel_dc_2010_2020.pd$x2,listw=DCknn_7) ## impacts time1 <- length(unique(panel_dc_2010_2020$year)) s.lwtracts <- kronecker(Diagonal(time), listw2dgCMatrix(DCknn_7)) trMatc <- trW(s.lwtracts, type = "mult") Error in trW(s.lwtracts, type = "mult") : could not find function "trW" # durbin model_fix_durbin <- spgm(y ~ x + x2 +lag_x + lag_x2, data=panel_dc_2010_2020.pd, listw = DCknn_7, model = "within",lag = TRUE,spatial.error = FALSE,moments="fullweights",method="ec2sls") # estimating impacts impacts(model_fix_durbin,tr=trMatc, R=200) Error in impacts(model_fix_durbin, tr = a, R = 200) : could not find function "impacts" On Fri, May 26, 2023 at 2:34 PM Roger Bivand <roger.biv...@nhh.no> wrote: > I think the example is using the splm package to fit a GMM model. It is > now some years since spdep was split, with model fitting functions and > methods moving to spatialreg. The latter has also been updated several > times since then, so knowledge of versions of R and packages is essential, > in addition to a reproducible example. Specifically, > https://github.com/r-spatial/spatialreg/pull/16 changed impacts methods > for sphet GMM, and other changes in impacts methods may have occurred: > https://github.com/r-spatial/spatialreg/commits/main/R/impacts.R gives > full details. Provide a fully reproducible example, best with built-in > data, or raise an issue if you can see how any changes have impacted splm > in ways that the splm maintainer did not anticipate. > > Hope this clarifies, > > Roger > > -- > Roger Bivand > Emeritus Professor > Norwegian School of Economics > Postboks 3490 Ytre Sandviken, 5045 Bergen, Norway > roger.biv...@nhh.no > > ________________________________________ > From: R-sig-Geo <r-sig-geo-boun...@r-project.org> on behalf of Josiah > Parry <josiah.pa...@gmail.com> > Sent: 26 May 2023 20:14 > To: Jose Funes > Cc: r-sig-geo@r-project.org > Subject: Re: [R-sig-Geo] Estimate impacts from a spgm - spatial panel > regression model > > Jose have you built the model that you want impacts for using the > spatialreg package? Additionally, it would be great if you provided a > reproducible example for folks to try and replicate the behavior you are > experiencing. > > On Fri, May 26, 2023 at 12:26 PM Jose Funes <jefu...@gmail.com> wrote: > > > Hi, > > I would like to estimate the impacts of a spatial lag model output. It > used > > to work, but it does not work anymore. I used to work fine with the > impacts > > function in the spdep package, but it seems the function does not work > any > > longer. The second option was to load the spatialreg library and use the > > impacts function, but I get an error message "object type not > recognized". > > Please advise. > > > > Jose Funes > > Economic geographer > > DC Office of Planning > > 1100 4th Street SW, 20024 > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > R-sig-Geo mailing list > > R-sig-Geo@r-project.org > > https://stat.ethz.ch/mailman/listinfo/r-sig-geo > > > > [[alternative HTML version deleted]] > > _______________________________________________ > R-sig-Geo mailing list > R-sig-Geo@r-project.org > https://stat.ethz.ch/mailman/listinfo/r-sig-geo > [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo