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R-USERS-L  2018

R-USERS-L 2018

Subject:

Re: Doubts in Spatial Econometrics

From:

"Colee,James C" <[log in to unmask]>

Reply-To:

UF R Users List <[log in to unmask]>

Date:

Fri, 20 Jul 2018 19:00:45 +0000

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (51 lines)

I think they explain it here

https://www.uni-kassel.de/fb07/fileadmin/datas/fb07/5-Institute/IVWL/Kosfeld/lehre/spatial/Spatial_Econometrics_with_R_01.pdf

for the slx model I think you just have create lags as matrix then use OLS.

________________________________________
From: UF R Users List <[log in to unmask]> on behalf of Cardoso Carrero,Gabriel <[log in to unmask]>
Sent: Friday, July 20, 2018 2:53 PM
To: [log in to unmask]
Subject: Doubts in Spatial Econometrics

Hello colleagues,

Iím having a hard time to find a way of running an analysis in R that seems to not have any information in the Spatial Econometric toolbox

They have the Spatial Autoregressive Model (SAR), which is the Spatial Lag of Y, and they have the Spatial Error Model (SEM), with the lag of E.

However, I want to run SLX (Spatial Lag of X) and SDEM (Spatial Durban Error Model), with the following equations:

SLX>>
  [cid:clip_image002.png]

SDEM>>
 [cid:clip_image002.png]
[cid:clip_image004.png]
Where W is a spatial weight matrix N x N that describes the dependence between units in the sample.

I know it should be very simple to adequate it, as it is as OLS + a Matrix with XB for SLX and the

Does anyone have used such equations in R and could help me on that?

Tks a lot!

Gabriel C. Carrero
PhD Student
Department of Geography
University of Florida
(352) 888-0234
P.O. Box 117315




This list strives to be beginner friendly. However, we still ask that you
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

This list strives to be beginner friendly. However, we still ask that you
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

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