Re: [R-sig-Geo] Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

2020-05-04 Thread Roger Bivand 

On Mon, 4 May 2020, Roger Bivand wrote:


On Sat, 2 May 2020, André M. Marques via R-sig-Geo wrote:


 Dear all,
 I apologize for my previous unclear code in the mail list.Now I hope to be
 clear about the problem I am facing in the following 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 and their p-values in
 a (cross-section) Cliff-Ord model based on GMM/IV:



Had you followed list rules and posted plain text, things might have been 
clearer. HTML tries to make code look like a paragraph of text, so messes 
everything up. This is a plain-text version:


library(sphet)
library(spatialreg)
columbus <- sf::st_read(system.file("shapes/columbus.shp",
 package="spData")[1], quiet=TRUE)
col.gal.nb <- spdep::read.gal(system.file("weights/columbus.gal",
 package="spData")[1])
listw <- spdep::nb2listw(col.gal.nb)
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)
summary(res.spreg)
impacts(res.spreg, listw=listw)

This indicates a mismatch firstly between released spatialreg and spdep in 
handling impacts for some sphet objects, and further that the IV case may not 
yet be covered. Please provide this reproducible example on 
https://github.com/r-spatial/spatialreg/issues and ping the sphet maintainer.


There was a mismatch in declaration of method imports. Try:

install.packages("sphet", repos="http://R-Forge.R-project.org;)
remotes::install_github("r-spatial/spatialreg")

if it posssible for you to install packages from source; the example was 
helpful in making progress. If you can install the fresh package versions, 
please also report whether the underlying  problem is resolved on your 
real data.


Roger



Roger



 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 when I try:library(coda)lobjIQ5 <- impacts(res.spreg, tr=trMatc, 
#  R=200, Q=5)summary(lobjIQ5, zstats=TRUE, short=TRUE)# I got the same 
#  error message.

 ## When I use the 'evalues' argument as the vector of eigenvalues of
 spatial weights matrix:
 ev <- eigenw(listw)impacts(res.spreg, evalues=ev)
 # Even in this way I got the same error message.

 Thanks for help.
 Best wishes,
 André M. Marques
 Federal University of ParaibaGraduate Program of Economics


  [[alternative HTML version deleted]]

 ___
 R-sig-Geo mailing list
 R-sig-Geo@r-project.org
 https://stat.ethz.ch/mailman/listinfo/r-sig-geo






--
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/-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0J=en___
R-sig-Geo mailing list
R-sig-Geo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-geo

Re: [R-sig-Geo] Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

2020-05-04 Thread Roger Bivand 

On Sat, 2 May 2020, André M. Marques via R-sig-Geo wrote:


Dear all,
I apologize for my previous unclear code in the mail list.Now I hope to be 
clear about the problem I am facing in the following 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 and their p-values in a 
(cross-section) Cliff-Ord model based on GMM/IV:



Had you followed list rules and posted plain text, things might have been 
clearer. HTML tries to make code look like a paragraph of text, so messes 
everything up. This is a plain-text version:


library(sphet)
library(spatialreg)
columbus <- sf::st_read(system.file("shapes/columbus.shp",
  package="spData")[1], quiet=TRUE)
col.gal.nb <- spdep::read.gal(system.file("weights/columbus.gal",
  package="spData")[1])
listw <- spdep::nb2listw(col.gal.nb)
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)
summary(res.spreg)
impacts(res.spreg, listw=listw)

This indicates a mismatch firstly between released spatialreg and spdep in 
handling impacts for some sphet objects, and further that the IV case may 
not yet be covered. Please provide this reproducible example on 
https://github.com/r-spatial/spatialreg/issues and ping the sphet 
maintainer.


Roger



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 when I try:library(coda)lobjIQ5 <- impacts(res.spreg, tr=trMatc, 
R=200, Q=5)summary(lobjIQ5, zstats=TRUE, short=TRUE)# I got the same error message.
## When I use the 'evalues' argument as the vector of eigenvalues of spatial 
weights matrix:
ev <- eigenw(listw)impacts(res.spreg, evalues=ev)
# Even in this way I got the same error message.

Thanks for help.
Best wishes,
André M. Marques
Federal University of ParaibaGraduate Program of Economics


[[alternative HTML version deleted]]

___
R-sig-Geo mailing list
R-sig-Geo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-geo



--
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/-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0J=en___
R-sig-Geo mailing list
R-sig-Geo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-geo

[R-sig-Geo] Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

2020-05-02 Thread André M . Marques via R-sig-Geo 
Dear all,
I apologize for my previous unclear code in the mail list.Now I hope to be 
clear about the problem I am facing in the following 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 and their p-values 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 when I try:library(coda)lobjIQ5 <- impacts(res.spreg, tr=trMatc, 
R=200, Q=5)summary(lobjIQ5, zstats=TRUE, short=TRUE)# I got the same error 
message.
## When I use the 'evalues' argument as the vector of eigenvalues of spatial 
weights matrix:
ev <- eigenw(listw)impacts(res.spreg, evalues=ev)
# Even in this way I got the same error message.

Thanks for help.
Best wishes,
André M. Marques
Federal University of ParaibaGraduate Program of Economics


[[alternative HTML version deleted]]

___
R-sig-Geo mailing list
R-sig-Geo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-geo

[R-sig-Geo] Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

2020-05-02 Thread André M . Marques via R-sig-Geo 
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



[[alternative HTML version deleted]]

___
R-sig-Geo mailing list
R-sig-Geo@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-sig-geo