sarorderedprobit panel data
On Sat, 17 Apr 2021, Ryan, Alex via R-sig-Geo wrote:
I am attempting to use the sarorderedprobit function (within the "spatialprobit" package) to perform a SAR Ordered Probit estimation using panel data. I have imported my spatial weight matrix (representing the 50 states of the US) using the following script: Weight_GAL<- read.gal(File, override.id=TRUE) Weight_List<nb2listw(Weight_GAL,style="W", zero.policy=TRUE) W<-listw2mat(Weight_List) which successfully imports the 50x50 sparse matrix. The following sarorderedprobit is run: sarorderedprobit(formula, W=W, showProgress=TRUE) When using cross-sectional data with 50 observations, the script successfully estimates the sarorderedprobit model. However, when panel data is used with 3 years (i.e., 150 observations), the script returns the following error: "Error: Matrices must have same dimensions in .Arith.Csparse(e1,e2, .Generic, class. = dgCMatrix")". The issue here seems to be related to the use of a 50x50 weight matrix with 150 observations. Unfortunately, I have not found any references to using the sarorderedprobit function with panel data. Can anyone provide guidance on whether the sarorderedprobit function supports estimation using panel or timeseries datasets?
Perhaps use a Kronecker product to provide W with three block-diagonal cross sectional spatial weights matrices (assuming that your data is ordered with time varying slower than space?). Could you work up a data set such as those used in splm and add an ordinal response? Roger
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Roger Bivand Emeritus Professor Department of Economics, Norwegian School of Economics, Postboks 3490 Ytre Sandviken, 5045 Bergen, Norway. e-mail: Roger.Bivand at nhh.no https://orcid.org/0000-0003-2392-6140 https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en