On Fri, 9 Aug 2019, Rolando Valdez wrote:

Dear list,

I am trying to run a Spatial Durbin Error Model without intercept, however,
I do get an error:

In spatialreg::errorsarlm(formula = formula, data = data, listw = listw,  :
 model configuration issue: no total impacts

I can reproduce the problem, with error messages:

sdem <- errorsarlm(eq, data = COL.OLD, listw = W, etype = "emixed",
+                    method = "eigen")
Error in estimable.default(lm.target, cm) :
  `cm' argument must be of type vector, list, or matrix.
In addition: Warning messages:
1: Function errorsarlm moved to the spatialreg package
2: In spatialreg::errorsarlm(formula = formula, data = data, listw = listw, :
  model configuration issue: no total impacts
traceback()
6: stop("`cm' argument must be of type vector, list, or matrix.")
5: estimable.default(lm.target, cm)
4: estimable(lm.target, cm)
3: as.matrix(estimable(lm.target, cm)[, 1:2, drop = FALSE])
2: spatialreg::errorsarlm(formula = formula, data = data, listw = listw,
na.action = na.action, Durbin = Durbin, etype = etype, method = method,
       quiet = quiet, zero.policy = zero.policy, interval = interval,
       tol.solve = tol.solve, trs = trs, control = control)
1: errorsarlm(eq, data = COL.OLD, listw = W, etype = "emixed", method = "eigen")

I think that the construction of the specification matrix for gmodels::estimable() is faulty; will explore whether no-intercept is supportable.

Roger


This is what I am doing:

library(spatialreg)
library(spdep)
data(oldcol, package = "spdep")
W <- spdep::nb2listw(COL.nb, style = "W")
eq <- CRIME ~ 0 + INC + HOVAL
sdem <- errorsarlm(eq, data = COL.OLD, listw = W, etype = "emixed",
                  method = "eigen")

Thanks for any advice.


--
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: roger.biv...@nhh.no
https://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en

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