Spatial Durbin Model with regimes in a cross section framework
On Thu, 1 Oct 2015, Loredana Mirra wrote:
I am writing to ask you a suggestion about the availability of a R routine or piece of program for the purposes of my empirical analysis. I should revise my paper using a Spatial Durbin model. This was recommended in order to mitigate a problem due to the possible presence of unobserved factors. Unfortunately data do not permit to perform a panel but a cross section analysis. I do not have troubles to perform a Spatial Durbin Model on the entire sample, but I need to study the presence of Spatial Regimes. The problem is that I cannot find a program, in a cross sections framework. Do you know if there is a program available in R to perform this analysis?
How do you want to handle the "regimes"? Estimate separate coefficients for each regime (regime defined as a factor)? If so, this is a standard formula construction, and can be used with formula objects in model fitting functions: lm(mpg ~ 0 + I(factor(am))/(disp + wt), data=mtcars) or similar - check in detailed discussions of formula objects. You need to be careful to report impacts, not coefficient values, from the Spatial Durbin model. Hope this helps, Roger
Thank you very much in advance for your help. Best regards Loredana Mirra ------------------------- Dott.ssa Loredana Mirra Universit??? di Roma ???Tor Vergata??? Dipartimento di Economia Diritto e Istituzioni Via Columbia, 2 00133 Roma Italia tel. +390672595725 <mailto:pozzolo at unimol.it> loredana.mirra at uniroma2.it --- Questa e-mail ??? stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus [[alternative HTML version deleted]]
Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 91 00 e-mail: Roger.Bivand at nhh.no