Doubt

Hello everyone on the list.

I am a PhD student in Brazil and I have some doubts in the area of 
??spatial econometrics, if anyone knows and can answer me I would be very 
grateful.

I'm using the spreg function from the sphet package. Sorry if I'm asking 
you an obvious question, but I couldn't solve it simply by looking in 
forums / reading the articles of the area.

Follow:

1- One of the arguments of the spreg function is called step1c, in this
   case, if I say TRUE, would I be using the efficient estimator of ?,
   if false, would it just be the consistent estimator? I verified that
   step1c = T, brings me the same result as the gstslshet function.
Please see the section on GMM, subsection spatial error model of:

https://www.jstatsoft.org/article/view/v063i18
2- I am having problems estimating impact after spreg, depending on the
   versions of my packages, or I have an error (evalue not informed),
   not performing the estimation, or when I can perform it, a HAC
   correction is applied to my standard errors (even if I don't put the
   HAC option on my code) and all my p-values ??become insignificant
   (which is very strange since my estimators by lmsar or gstsls have
   significant impacts). Would you know to inform me if there is an
   alternative way to calculate the impacts?
Without knowing your current versions, nobody knows. Report the output of 
sessionInfo(), preferably for the minimal set of packages needed for a 
reproducible example (without tidyverse, which loads 50+ packages that are 
not relevant here).
As the HAC was applied to the impacts, I was also in doubt as to whether 
all the correction for heteroscedasticity is being done via HAC, even 
though I did not select this option in the models.

Please provide a reproducible example using a built-in data set, posting 
in plain text to make copying from your message easier than from HTML, 
which often gets garbled.

Roger
Thank you very much.

Pietro Andre Telatin Paschoalino

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Roger Bivand
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Doubt

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