logLik value of the spml spatial panel model

Wed, Oct 24, 2018 10:27 PM

Hello,

Indeed the Loglik was not returned here by the function sarpanelerror
here. I have provided a patch (attached). It's an ugly one but better
than nothing. So instead of running spml you could run test..spml after
sourcing the file to obtain the fespaterr$logLik. 

fespaterr <- test..spml(fm, data = Produc, listw = mat2listw(usaww),
                   model="within", spatial.error="b", Hess = FALSE)


The only modification I've made is in the function test..(sperrorlm)
where I've added ll=LL in the list returned.


Hope it helps,

Jeremie




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Dear Jeremie:

Thank you for the response. I actually only copied the scripts from
the spml help page, reproduced here:

fm <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
## the two standard specifications (SEM and SAR) one with FE
## and the other with RE:
## fixed effects panel with spatial errors
fespaterr <- spml(fm, data = Produc, listw = mat2listw(usaww),
?????????????????? model="within", spatial.error="b", Hess = FALSE) #
doesn't matter if I set Hess = T or F here, and doesn't matter if I
set spatial.error = "b" or "kkp"

And when I want to check the logLik value:

fespaterr$logLik

I got the "NULL" value

I checked this with some other data sets, and found that if I am using
the spatial lag specification, I usually got a value for the logLik
parameter. If, however, I use the spatial error specification, I
usually got the "NULL" value for the logLik parameter. I was not able
to get to the bottom of the issue by digging into the codes a bit. Any
leads would be greatly appreciated.

Best,

Danlin

On 2018/10/24 15:30, Jeremie Juste wrote:

Danlin Yu <yud at mail.montclair.edu> writes:


Hello,

Could you post the exact command you have used with all the relevant
options? If you dug into the code then you've noticed quite a lot of
nested control structures so a clear idea of your commands might be
useful here.

for instance

     fm <- logc ~ logp+ logpn + logy
     sarpool <-  suppressWarnings(splm::spml(fm,cigar,
                                             listw=lwcig,
                                             model="pooling",
     spatial.error="none",lag=TRUE,index=c("region","time")))

Will produce the logLik
     sarpool$logLik


 From what I've understood at some point the function <nlminb> is always
called so a likelihood value is always produced although not always
returned.


Best regards,

Jeremie

Dear List:

In a recent attempt to compare spatial panel models using splm
package, I intend to use the logLik value that was produced by the
spml() routine. When I ran the model, I realize that the logLik value
is not always produced, especially when the spatial.error is set to
"b", a NULL value is returned. I know I must have missed something
here, but can anyone point out why the logLik value is not returned
when the spatial.error value is set to "b" (a spatial panel lag model
always return a logLik value). I tried a bit to dig into the codes,
but didn't find much that can answer my question.

Thank you.

Best,

Danlin

logLik value of the spml spatial panel model

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