Good evening,
I'm trying to use "impacts" from package spdep, to get the impacts of unit
changes in the independent variables, based on a fitted "lagsarlm" model.
However, I'm running into two problems:
First, when I call "impacts", I get an error message that my weights are not
row-standardised, when in fact they are. I can deal with this problem by
coercing obj$listw_style to "W", but I'm wondering why this is happening at all.
Second, when I try to run simulations to generate estimates of the
uncertainties for the estimates of the impacts, "impacts" seems not to
acknowledge "R", and simply returns the estimates without any uncertainty. Can
anyone tell me what I'm doing wrong (i.e., how I can get a series of
simulations instead)?
The code I'm using is below.
Many thanks in advance for any assistance.
- Malcolm
> oxw <- oxw/apply(oxw, 1, sum) # this is the weights matrix
> table(apply(oxw, 1, sum)==1, useNA="always") # confirming rows sum to 1
TRUE <NA>
48 0
> oxw.listw <- mat2listw(as.matrix(oxw)) # seems OK
> lagmod <- lagsarlm(ben95 ~ rskpovpc +wage95 + instcoad + ipcfold + teitrend +
> match, data=ox, listw=oxw.listw, method="eigen", tol.solve=1.0e-11) # seems OK
> impacts(lagmod, listw=oxw.listw)
Error in impacts.sarlm(lagmod, listw = oxw.listw) :
Only row-standardised weights supported
> lagmod$listw_style <- "W" # coercing to a different "style"
> impacts(lagmod, listw=oxw.listw) # results make sense
Impact measures (lag, exact):
Direct Indirect Total
rskpovpc 3.953047 3.81574967 7.76879705
wage95 -0.027922 -0.02695221 -0.05487421
instcoad 1.566704 1.51228867 3.07899227
ipcfold 487.134198 470.21499459 957.34919259
teitrend 2.654201 2.56201450 5.21621501
match -5.894235 -5.68951544 -11.58375015
> impacts(lagmod, R=100, listw=oxw.listw) # doesn't run sims...
Impact measures (lag, exact):
Direct Indirect Total
rskpovpc 3.953047 3.81574967 7.76879705
wage95 -0.027922 -0.02695221 -0.05487421
instcoad 1.566704 1.51228867 3.07899227
ipcfold 487.134198 470.21499459 957.34919259
teitrend 2.654201 2.56201450 5.21621501
match -5.894235 -5.68951544 -11.58375015
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