Dear all, I�m working with panel data of 9 countries and 18 years and I�m running fixed effects SDEM, SLX and SEM with the splm package.
I have three questions: 1. I can�t seem to get the SDEM model to run. My code for each of the 3 models is: model.SDEM <- spml(ln(Y) ~ ln(GDP) + (ln(GDP))^2 + EI + RE + slag(ln(GDP), listw = my.listw) + slag((ln(GDP))^2, listw = my.listw), data = my.data, listw = my.listw, model = �within�, effect = �individual�, lag = F, spatial.error = �b�) model.SLX <- plm(ln(Y) ~ ln(GDP) + (ln(GDP))^2 + EI + RE + slag(ln(GDP), listw = my.listw) + slag((ln(GDP))^2, listw = my.listw), data = my.data, model = �within�, effect = �individual�) model.SEM <- spml(ln(Y) ~ ln(GDP) + (ln(GDP))^2 + EI + RE, data = my.data, listw = my.listw, model = �within�, effect = �individual�, lag = F, spatial.error = �b�) I am able to run both SLX and SEM models without problem, but when I try to run the SDEM model, the error message is: Error in UseMethod("slag") : no applicable method for 'slag' applied to an object of class "c('double', 'numeric')" I don�t understand what is wrong here, as I have no problems with the slag() function in the SLX model. My data is a pdataframe and each variable is a numeric pseries. 2. How can I calculate impact measures (direct, indirect and total) for spatial panel models? The impacts() function in spdep doesn�t work anymore and the impacts() function from the spatialreg package seems to work only for cross-sectional data and not panel data. For example, I ran: spatialreg::impacts(model.SLX) And the error message is: Error in UseMethod("impacts", obj) : no applicable method for 'impacts' applied to an object of class "c('plm', 'panelmodel')" I have tried methods(impacts) but none of the functions seem to work for my SLX model created with the splm package. I also looked at some previous examples in the splm documentation and more specifically the spml() function and the example provided (specifically the impact measures) doesn�t work anymore: data(Produc, package = "plm") data(usaww) fm <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp ## random effects panel with spatial lag respatlag <- spml(fm, data = Produc, listw = mat2listw(usaww), model="random", spatial.error="none", lag=TRUE) summary(respatlag) ## calculate impact measures impac1 <- impacts(respatlag, listw = mat2listw(usaww, style = "W"), time = 17) summary(impac1, zstats=TRUE, short=TRUE) The error message when I run the impacts() function is: Error in UseMethod("impacts", obj) : no applicable method for 'impacts' applied to an object of class "splm" My question is therefore, how do I go about calculating direct, indirect and total impact measures for spatial panel data? 3. How can I test if the SDEM model can be simplified to the SLX model (since I estimate the SDEM by maximum likelihood (spml function) and the SLX by ordinary linear regression (plm function))? From my understanding the plm() function does not compute a loglikelihood or AIC so I probably can�t do a likelihood ratio test to choose between models (I haven�t tried this out because I�m stuck at running the SDEM model). Any help or advice would be greatly appreciated. Thank you. Best wishes, Sarah ________________________________ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you. [[alternative HTML version deleted]]
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