On Mon, 3 Aug 2020, Pietro Andre Telatin Paschoalino wrote:
Hello everyone, follow my doubts about the sphet package, related to direct and
indirect impacts, and simulation of standard errors.
I will be very grateful if anyone can help me.
follow my code using built-in columbus data.
library(rgdal)
library(sp)
library(raster)
library(rgeos)
library(maptools)
library(spdep)
library (splm)
library(sphet)
data(columbus, package="spdep")
listw <- spdep::nb2listw(col.gal.nb)
attach(columbus)
#i'm going direct to regression by sphet
#SAC (SARAR MODEL)
SAC.robust <- spreg(INC ~ HOVAL+DISCBD+CP, data=columbus, listw, model="sarar",
het=TRUE)
#LAG MODEL
SARrobust <- spreg(INC ~ HOVAL+DISCBD+CP, data=columbus, listw, model="lag",
het=TRUE)
#going to my questions about the impacts function
#FOR SAC MODEL
W <- as(as_dgRMatrix_listw(listw), "CsparseMatrix")
Warning message:
Function as_dgRMatrix_listw moved to the spatialreg package
trMatc <- trW(W, type="mult")
Warning message:
Function trW moved to the spatialreg package
effects<- summary(impacts(SAC.robust, tr=trMatc, R=10000), zstats=TRUE,
short=TRUE)
effects
With remotes::install_github("gpiras/sphet"), you need rather:
effects<- impacts(SAC.robust, tr=trMatc, n_mvn=10000, inference=TRUE)
summary(effects)
effects <- impacts(SARrobust, tr=trMatc, n_mvn=10000, inference=TRUE)
summary(effects)
However, these are work-in-progress, and would benefit from raising an
issue on https://github.com/gpiras/sphet/issues. The values are similar
to:
library(spatialreg)
SARrobust1 <- stsls(INC ~ HOVAL+DISCBD+CP, data=columbus, listw,
robust=TRUE)
ii <- impacts(SARrobust1, tr=trMatc, R=10000)
summary(ii, zstats=TRUE, short=TRUE)
Raising an issue would help, and this example should be included there.
Roger
========================================================
Simulation results (GSTSLS variance matrix):
========================================================
#FOR SAR MODEL
effects<- summary(impacts(SARrobust, tr=trMatc, R=10000), zstats=TRUE,
short=TRUE)
that gives me:
Error in UseMethod("impacts", obj) :
no applicable method for 'impacts' applied to an object of class "c('sphet',
'stsls_sphet')"
#how i said the impacts is not computable.
#One way to compute the impacts is by:
effects<- summary(spatialreg::impacts(SARrobust, tr=trMatc, R=10000),
zstats=TRUE, short=TRUE)
effects
Impact measures (lag, trace):
========================================================
Simulation results (IV HAC variance matrix):
========================================================
the simulation of standard errors and p-values is done by IV HAC. (which left
me confused because I did not specify such an
#attribute in my regression, leaving me in doubt if the standard errors of the
regression had also been corrected with HAC.)
#another option is:
effects<- summary(spatialreg::impacts.stsls(SARrobust, tr=trMatc, R=10000),
zstats=TRUE, short=TRUE)
effects
#again simulated through the HAC variance matrix.
#Note: In this case, generally, all p-values were not significant, but using my
database, by spatialreg :: impacts, the impacts are
#statistically significant and using spatialreg :: impacts. stsls, they become
insignificant.
#follow my sessionInfo (), how i Said, i'm using the version of sphet by
R-forge.
sessionInfo ()
R version 3.6.2 (2019-12-12)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 18363)
Matrix products: default
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] sphet_1.7-6 splm_1.4-11 spdep_1.1-5 sf_0.9-5 spData_0.3.8
maptools_1.0-1 rgeos_0.5-3 raster_3.3-7 rgdal_1.5-10
[10] sp_1.4-2
loaded via a namespace (and not attached):
[1] Rcpp_1.0.5 bdsmatrix_1.3-4 lattice_0.20-41 deldir_0.1-25
class_7.3-15 zoo_1.8-8 gtools_3.8.2
[8] digest_0.6.25 lmtest_0.9-37 spDataLarge_0.4.1 R6_2.4.1
coda_0.19-3 e1071_1.7-3 spam_2.5-1
[15] pillar_1.4.4 Rdpack_0.11-1 miscTools_0.6-26 rlang_0.4.7
rstudioapi_0.11 gdata_2.18.0 gmodels_2.18.1
[22] Matrix_1.2-18 splines_3.6.2 stringr_1.4.0 foreign_0.8-72
compiler_3.6.2 pkgconfig_2.0.3 maxLik_1.3-8
[29] tidyselect_1.1.0 tibble_3.0.1 expm_0.999-4 codetools_0.2-16
crayon_1.3.4 dplyr_1.0.0 MASS_7.3-51.4
[36] spatialreg_1.1-5 grid_3.6.2 nlme_3.1-142 lifecycle_0.2.0
DBI_1.1.0 magrittr_1.5 units_0.6-7
[43] ibdreg_0.2.5 bibtex_0.4.2.2 KernSmooth_2.23-16 stringi_1.4.6
plm_2.2-3 LearnBayes_2.15.1 ellipsis_0.3.1
[50] generics_0.0.2 vctrs_0.3.1 boot_1.3-23 sandwich_2.5-1
Formula_1.2-3 tools_3.6.2 glue_1.4.1
[57] purrr_0.3.4 parallel_3.6.2 classInt_0.4-3 gbRd_0.4-11
dotCall64_1.0-0
Thank you.
Pietro Andre Telatin Paschoalino
Doutorando em Ci�ncias Econ�micas da Universidade Estadual de Maring� - PCE.
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