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Impact estimates for static spatial panel data models in R

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  • Gianfranco Piras

Abstract

In the present note we demonstrate how to implement the Lee and Yu (J Econom 154:165–185, 2010 ) procedure for fixed effects spatial panel data models available from the R (R Development Core Team, http://www.R-project.org/ , 2012 ) package splm (Millo and Piras, J Stat Soft 47(1):1–38, 2012 ). Additionally, we also show how to compute the impact estimates (Kelejian et al. Open Econ Rev 17(4–5):423–441, 2006 ; LeSage and Pace, Introduction to Spatial Econometrics. CRC Press, Boca Raton, 2009 ). Unlike Matlab (MATLAB version 7.13, 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 available from spdep (Bivand, R package version 0.5-56, 2013 ) to spatial panel data models. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Gianfranco Piras, 2014. "Impact estimates for static spatial panel data models in R," Letters in Spatial and Resource Sciences, Springer, vol. 7(3), pages 213-223, October.
    • Handle: RePEc:spr:lsprsc:v:7:y:2014:i:3:p:213-223
    DOI: 10.1007/s12076-013-0113-8
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    5. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
    6. Piras, Gianfranco & Prucha, Ingmar R., 2014. "On the finite sample properties of pre-test estimators of spatial models," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 103-115.
    7. Roger Bivand & Gianfranco Piras, 2012. "Comparing estimation methods for spatial econometrics," ERSA conference papers ersa12p366, European Regional Science Association.
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    More about this item

    Keywords

    Spatial panel data models; R ; Computational methods; Impact measures; C13; C23; C63;
    All these keywords.

    JEL classification:

    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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