Dear all,
I am using a spatial lag regression model in a paper. I know already how to get the total impacts of the model, but I don't know how to generate the standard errors of the total impacts. In this paper by Roger Bivand here*, these SE were "calculated using the 'estimable' function in the R gmodels package." I've checked the function documentation but I couldn't really get my head around how to use it on a lagsarlm lag model. Can someone give me hand? There is a reproducible example below, but if any of you could share a snippet of code you have already used this would be very helpful already. # reproducible example data(oldcol) COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, type="lag", nb2listw(COL.nb, style="W"), method="eigen", quiet=FALSE) summary(COL.lag.eig, correlation=TRUE) * http://openjournals.wu.ac.at/region/paper_107/107.html best wishes, Rafael H M Pereira [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list [hidden email] https://stat.ethz.ch/mailman/listinfo/r-sig-geo |
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On Wed, 3 Jan 2018, Rafael Pereira wrote:
> Dear all, > > I am using a spatial lag regression model in a paper. I know already how to > get the total impacts of the model, but I don't know how to generate the > standard errors of the total impacts. > > In this paper by Roger Bivand here*, these SE were "calculated using the > 'estimable' function in the R gmodels package." I've checked the function > documentation but I couldn't really get my head around how to use it on > a lagsarlm lag model. Wrong reference - those are for SLX and SDEM models, but use the appropriate impacts() methods. See ?impacts. Remember to create a vector of traces, and help your head by (re)-reading LeSage & Pace 2009, and https://www.jstatsoft.org/index.php/jss/article/view/v063i18, p. 8 and section 5. Hope this helps, Roger > > Can someone give me hand? There is a reproducible example below, but if any > of you could share a snippet of code you have already used this would be > very helpful already. > > # reproducible example > data(oldcol) > COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, type="lag", > nb2listw(COL.nb, style="W"), method="eigen", > quiet=FALSE) > summary(COL.lag.eig, correlation=TRUE) > > > > * http://openjournals.wu.ac.at/region/paper_107/107.html > > best wishes, > > Rafael H M Pereira > > [[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] Editor-in-Chief of The R Journal, https://journal.r-project.org/index.html http://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 |
Thank you, Roger!
I will look into this . best wishes, Rafael H M Pereira On Wed, Jan 3, 2018 at 10:32 AM, Roger Bivand <[hidden email]> wrote: > On Wed, 3 Jan 2018, Rafael Pereira wrote: > > Dear all, >> >> I am using a spatial lag regression model in a paper. I know already how >> to >> get the total impacts of the model, but I don't know how to generate the >> standard errors of the total impacts. >> >> In this paper by Roger Bivand here*, these SE were "calculated using the >> 'estimable' function in the R gmodels package." I've checked the function >> documentation but I couldn't really get my head around how to use it on >> a lagsarlm lag model. >> > > Wrong reference - those are for SLX and SDEM models, but use the > appropriate impacts() methods. See ?impacts. Remember to create a vector of > traces, and help your head by (re)-reading LeSage & Pace 2009, and > https://www.jstatsoft.org/index.php/jss/article/view/v063i18, p. 8 and > section 5. > > Hope this helps, > > Roger > > >> Can someone give me hand? There is a reproducible example below, but if >> any >> of you could share a snippet of code you have already used this would be >> very helpful already. >> >> # reproducible example >> data(oldcol) >> COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, type="lag", >> nb2listw(COL.nb, style="W"), method="eigen", >> quiet=FALSE) >> summary(COL.lag.eig, correlation=TRUE) >> >> >> >> * http://openjournals.wu.ac.at/region/paper_107/107.html >> >> best wishes, >> >> Rafael H M Pereira >> >> [[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] > Editor-in-Chief of The R Journal, https://journal.r-project.org/index.html > http://orcid.org/0000-0003-2392-6140 > https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en > [[alternative HTML version deleted]] _______________________________________________ R-sig-Geo mailing list [hidden email] https://stat.ethz.ch/mailman/listinfo/r-sig-geo |
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