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Full-Text Articles in Social and Behavioral Sciences
Impact Estimates For Static Spatial Panel Data Models In R, Gianfranco Piras
Impact Estimates For Static Spatial Panel Data Models In R, Gianfranco Piras
Regional Research Institute Working Papers
In the present note we demonstrate how to implement the Lee and Yu (2010) procedure for fixed effects spatial panel data models available from the R (R Development Core Team 2012) package splm (Millo and Piras 2012). Additionally, we also show how to compute the impact estimates introduced by Kelejian, Tavlas, and Hondroyiannis (2006) and formalized in LeSage and Pace (2009). Unlike Matlab (MATLAB 2011), there was no R function specific to static panel data models for the calculation of the impact measures. After receiving numerous requests from the users of splm, we decided to extend the cross sectional functions …
Comparing Implementations Of Estimation Methods For Spatial Econometrics, Roger Bivand, Gianfranco Piras
Comparing Implementations Of Estimation Methods For Spatial Econometrics, Roger Bivand, Gianfranco Piras
Regional Research Institute Working Papers
Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data. These model estimation techniques are associated with methods for estimating impacts (emanating effects), which are also presented and compared. This review constitutes an up to date comparison of generalized method of moments (GMM) and maximum likelihood (ML) implementations now available. The comparison uses the cross sectional US county data set provided by Drukker, Prucha, and Raciborski (2011c, pp. 6-7). The comparisons will be cast in the context of alternatives using …