logLik value of the spml spatial panel model

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