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Using pspatreg with cross-sectional data4 years ago
Models for cross-sectional data | Reading the data | Constructing the spatial weights matrix | Defining formula for parametric and semiparametric models | Estimating parametric linear models | Spatial Lag (SAR) model. REML estimates using pspatfit() | Spatial Lag in X variables (SLX) model. REML estimates using pspatfit() | Spatial Durbin model (SDM). REML estimates using the function pspatfit(): | Spatial Error model (SEM). REML estimates using pspatfit() | Estimating semiparametric nonlinear models with and without a spatial trend | Examples of plotting spatial trends for spatial point coordinates | References
Using pspatreg with spatial panel data4 years ago
Models for spatial panel data | Dataset, spatial weights matrix and model specifications | Linear model (comparison with splm) | Spatial Lag model (SAR). REML estimates using pspatfit() | Spatial error within model (SEM). REML estimates using pspatfit(): | Semiparametric model without spatial trends | Parametric and nonparametric direct, indirect and total impacts | Spatial trend 3d (ANOVA). | References
Maximum Likelihood estimation of Spatial Seemingly Unrelated Regression models. A short Monte Carlo exercise with spsur and spse4 years ago
A short Monte Carlo exercise: spsur vs spse. | Maximum Likelihood estimation of SUR-SLM models | Maximum Likelihood estimation of SUR-SEM models | Maximum Likelihood estimation of SUR-SARAR models | Conclusion | References
Spatial seemingly unrelated regression models. A comparison of spsur, spse and PySAL4 years ago
Introduction | The SUR-SIM model | Estimation of SUR-SEM | Estimation of SUR-SLM | Conclusion | Appendix | Full results SUR-SIM | spsur output | PySal output | Full results SUR-SEM | spse output | Full results SUR-SLM-IV
spsur user guide4 years ago
Introduction | The data set NCOVR | A single SUR model | Estimation of spatial SUR models | SUR-SLX model | SUR-SLM model | SUR-SEM model | SUR-SDEM model | SUR-SDM model | SUR-SARAR model | SUR-GNM model | 3SLS estimation of SUR-SLM and SUR-SDM models | Testing for the specification | Routine tests | Linear restrictions on the $\beta$ parameters | Linear restrictions on the spatial coefficients | Impacts: Direct, Indirect and Total Effects | The Anselin's approach to spatial panel SUR models and the function spsurtime() | A general SUR model, with G>1 | Simulation of spatial SUR datasets | References
spsur vs spatialreg4 years ago
Introduction | The data set NCOVR | LM tests for spatial autocorrelation | The Spatial Lag Model | Spatial Error Model | Spatial Simultaneous Autoregressive Model (SARAR) | References
An introduction to pspatreg4 years ago
Introduction | The semiparametric spatial autoregressive model | Computational approach to estimation | Installation | Basic information on the package | The function pspatfit() | The argument formula | The argument Type | Data structure | Plotting smooth terms | Computing marginal impacts | References