unbalanced panel

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unbalanced panel

Jérémie Juste
Hello,

I was wondering if there are any plans to allow the estimation of
unbalanced panel in spdep or splm. I am not fortunate enough to have
balanced spatial data and I think this woud be a valuable input to the
community.

Is there a way to compute direct and indirect effects when estimating an
unbalanced panel spatial durbin model ?

Best regards,
Jeremie Juste

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Re: unbalanced panel

Roger Bivand
Administrator
On Thu, 30 Aug 2018, Jérémie Juste wrote:

> Hello,
>
> I was wondering if there are any plans to allow the estimation of
> unbalanced panel in spdep or splm. I am not fortunate enough to have
> balanced spatial data and I think this woud be a valuable input to the
> community.

Could you please give us more motivation - are the missing observations
patterned? Which application area are you considering? What literature are
you using with regard to estimating unbalanced panels - is the problem
more temporal than spatial? Is this actually about interpolating or
imputing the missing values and the carrying through uncertainty? If this
was the case, then a Bayesian approach might be desirable, to permit the
imputation uncertainty to be carried through?

>
> Is there a way to compute direct and indirect effects when estimating an
> unbalanced panel spatial durbin model ?

First fit the model! Probably, unless you have a solid micro-model for why
global spillover is needed, you should keep the spatial process in the
error (local spillover), simplifying the impacts. In any case, avoiding
econometric fixed effects may let you use statistical random effects
models with (separable) temporal and spatial structure.

Roger

>
> Best regards,
> Jeremie Juste
>
> [[alternative HTML version deleted]]
>
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