On Mon, 16 Aug 2010, Malcolm Fairbrother wrote:
Good evening,
I'm trying to use "impacts" from package spdep, to get the impacts of
unit changes in the independent variables, based on a fitted "lagsarlm"
model. However, I'm running into two problems:
First, when I call "impacts", I get an error message that my weights are
not row-standardised, when in fact they are. I can deal with this
problem by coercing obj$listw_style to "W", but I'm wondering why this
is happening at all.
You are creating the listw object with mat2listw(). This does not try to
set the correct style, but assigns "M". To be sure that row
standardisation is imposed, do:
oxw.listw0 <- mat2listw(as.matrix(oxw))
oxw.listw <- nb2listw(oxw.listw0$neighbours, glist=oxw.listw0$weights,
style="W")
which also does sanity checks.
Second, when I try to run simulations to generate estimates of the
uncertainties for the estimates of the impacts, "impacts" seems not to
acknowledge "R", and simply returns the estimates without any
uncertainty. Can anyone tell me what I'm doing wrong (i.e., how I can
get a series of simulations instead)?
No, please note the difference between the print() and summary() methods
for objects returned by impacts() methods - see the ?impacts help page,
and especially the eamples at the foot. You need:
imps <- impacts(lagmod, R=100, listw=oxw.listw)
summary(imps)
possibly with additional arguments to summary(), to have the simulations
printed.
Hope this helps,
Roger
The code I'm using is below.
Many thanks in advance for any assistance.
- Malcolm
oxw <- oxw/apply(oxw, 1, sum) # this is the weights matrix
table(apply(oxw, 1, sum)==1, useNA="always") # confirming rows sum to 1
TRUE <NA>
48 0
oxw.listw <- mat2listw(as.matrix(oxw)) # seems OK
lagmod <- lagsarlm(ben95 ~ rskpovpc +wage95 + instcoad + ipcfold + teitrend + match,
data=ox, listw=oxw.listw, method="eigen", tol.solve=1.0e-11) # seems OK
impacts(lagmod, listw=oxw.listw)
Error in impacts.sarlm(lagmod, listw = oxw.listw) :
Only row-standardised weights supported
lagmod$listw_style <- "W" # coercing to a different "style"
impacts(lagmod, listw=oxw.listw) # results make sense
Impact measures (lag, exact):
Direct Indirect Total
rskpovpc 3.953047 3.81574967 7.76879705
wage95 -0.027922 -0.02695221 -0.05487421
instcoad 1.566704 1.51228867 3.07899227
ipcfold 487.134198 470.21499459 957.34919259
teitrend 2.654201 2.56201450 5.21621501
match -5.894235 -5.68951544 -11.58375015
impacts(lagmod, R=100, listw=oxw.listw) # doesn't run sims...
Impact measures (lag, exact):
Direct Indirect Total
rskpovpc 3.953047 3.81574967 7.76879705
wage95 -0.027922 -0.02695221 -0.05487421
instcoad 1.566704 1.51228867 3.07899227
ipcfold 487.134198 470.21499459 957.34919259
teitrend 2.654201 2.56201450 5.21621501
match -5.894235 -5.68951544 -11.58375015
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--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: [email protected]
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