Juan and Roger, thanks for the replies. If I construct the spatially lagged independent variables for each year period, add them to the panel dataset, and then use ML estimation from splm package, will it work?
Xi From: Juan Tomas Sayago Gomez [mailto:juantomas.say...@gmail.com] Sent: Monday, July 15, 2013 6:51 AM To: roger.biv...@nhh.no Cc: Chen, Xi Prof.; r-sig-geo@r-project.org Subject: Re: [R-sig-Geo] Spatial panel Durbin model Hello, Yes, to add something to what prof Bivand wrote. to manually create the WX remember to use the Kronecker product of the time Identity and the Weight matrix. and it should be straight forward. Best, Juan. On Mon, Jul 15, 2013 at 6:45 AM, Roger Bivand <roger.biv...@nhh.no<mailto:roger.biv...@nhh.no>> wrote: On Mon, 15 Jul 2013, Juan Tomas Sayago Gomez wrote: Hi, package spdep, when you use the command lagsarlm select the option type mixed. install.packages("spdep") library(spdep) ?lagsarlm Right for cross-section models, but the question was about spatial panel models. In that case. it may be necessary to construct the spatial lags manually, and add them to the model to be estimated (by ML, for GM you risk difficulties with instruments). Roger Best, Juan On Sun, Jul 14, 2013 at 11:54 PM, Chen, Xi Prof. <xi.c...@quinnipiac.edu<mailto:xi.c...@quinnipiac.edu>>wrote: Hi, Is there a package that can run spatial panel durbin model in r? Thanks. _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org<mailto:R-sig-Geo@r-project.org> https://stat.ethz.ch/mailman/listinfo/r-sig-geo -- Roger Bivand Department of Economics, NHH Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55<tel:%2B47%2055%2095%2093%2055>; fax +47 55 95 95 43<tel:%2B47%2055%2095%2095%2043> e-mail: roger.biv...@nhh.no<mailto:roger.biv...@nhh.no> -- Juan Tomás Sayago Gómez Graduate Research Assistant West Virginia University - RRI 886 Chestnut Ridge Road, Room 520 P.O. Box 6825 Morgantown, WV 26506-6825 [[alternative HTML version deleted]]
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