Estimate impacts from a spgm - spatial panel regression model

Sat, Jun 10, 2023 9:28 AM

Hi,
I would like to know if there is an alternative package to the splm package
for carrying out spatial panel analysis. I am still having problems with
the splm package, as I posted a few days ago.
Thank you in advance.
Jose

# Rstudio version and PC info

platform       x86_64-w64-mingw32
arch           x86_64
os             mingw32
system         x86_64, mingw32
status
major          4
minor          1.2
year           2021
month          11
day            01
svn rev        81115
language       R
version.string R version 4.1.2 (2021-11-01)



####### code #####

# Load necessary libraries
library(tigris)
library(splm)
library(spdep)
library(Matrix)
library(plm)


# Load necessary libraries
library(tigris)
library(splm)
library(spdep)
library(Matrix)
library(plm)

       library(spatialreg)

# census tracts
dc_tracts_2018 <- tracts(state="DC",cb=TRUE, year=2018)
dc_tracts_2018$row.id <- 1:179

# Spatial matrix
coords <- coordinates(dc_tracts_2018)
DC.knn_7 <- knearneigh(coords, k=7)
DC7_nb <- knn2nb(DC.knn_7)
DCknn_7 <- nb2listw(DC7_nb, style="W")

# reproducible example
set.seed(123)
df2010 <- data.frame(
  y = rnorm(179),
  x = rnorm(179, mean=2),
  x2 = rnorm(179, mean = 3),
  year=2010,
  row.id = 1:179
)

df2015 <- data.frame(
  y = rnorm(179),
  x = rnorm(179, mean=2.5),
  x2 = rnorm(179, mean = 3),
  year=2015,
  row.id = 1:179
)

df2020 <- data.frame(
  y = rnorm(179),
  x = rnorm(179, mean=1.5),
  x2 = rnorm(179, mean = 3.5),
  year=2020,
  row.id = 1:179
)


# drop geom
st_geometry(dc_tracts_2018) <- NULL

#list of data frame
df <- list(df2010,df2015,df2020)

for (i in seq_along(df)) {
  df[[i]] <- merge(df[[i]], dc_tracts_2018, by = "row.id")

}

df2010 <- df[1]
df2015 <- df[2]
df2020 <- df[3]

# merging
panel_dc_2010_2020 <- rbind(df2010[[1]], df2015[[1]], df2020[[1]])

#### setting lag variables
panel_dc_2010_2020.pd<-pdata.frame(panel_dc_2010_2020,
index=c("GEOID","year"))

# lag variables
panel_dc_2010_2020.pd$lag_x <- slag(panel_dc_2010_2020.pd$x,listw=DCknn_7)
panel_dc_2010_2020.pd$lag_x2 <-
slag(panel_dc_2010_2020.pd$x2,listw=DCknn_7)

## impacts
time1 <- length(unique(panel_dc_2010_2020$year))
s.lwtracts <- kronecker(Diagonal(time1), listw2dgCMatrix(DCknn_7))
trMatc <- trW(s.lwtracts, type = "mult")

Error in trW(s.lwtracts, type = "mult") : could not find function "trW"

# durbing
model_fix_durbin <- spgm(y ~ x + x2 +lag_x + lag_x2,
data=panel_dc_2010_2020.pd, listw = DCknn_7, model = "within",lag =
TRUE,spatial.error = FALSE,moments="fullweights",method="ec2sls")

# estimating impacts
impacts(model_fix_durbin,tr=trMatc, R=200)

Error in impacts(model_fix_durbin, tr = a, R = 200) :
  could not find function "impacts"

Estimate impacts from a spgm - spatial panel regression model

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