Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

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Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

R-sig-geo mailing list
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


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Re: Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

Roger Bivand
Administrator
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
> [hidden email]
> 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: [hidden email]
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
_______________________________________________
R-sig-Geo mailing list
[hidden email]
https://stat.ethz.ch/mailman/listinfo/r-sig-geo
Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway
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Re: Help to calculate the impacts using the spreg function in sphet package: GMM/IV with one endogenous and one instrument

Roger Bivand
Administrator
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
>>  [hidden email]
>>  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: [hidden email]
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
_______________________________________________
R-sig-Geo mailing list
[hidden email]
https://stat.ethz.ch/mailman/listinfo/r-sig-geo
Roger Bivand
Department of Economics
Norwegian School of Economics
Helleveien 30
N-5045 Bergen, Norway