SLX model for splm package in R
On Sun, 28 Aug 2016, dfamaral at usp.br wrote:
Dear colleagues,
Does anyone know how to implement Spatial Lag of X (SLX) model for panel
data using splm package? I tried the following to create a WX matrix and
then apply Fixed and Random Effects:
tb <- read.csv2("panel.csv", header = TRUE, sep = ";", dec = ".")
time <- length(unique(tb$year))
X <- as.matrix(tb[ ,3:20])
class(X) is not "pseries", is it?
WX <- slag(X, listw, maxlag = 1)
I see that slag is applicable for vectors of pseries, but this command
led to the error message: "Error in UseMethod("slag"): no applicable
method for 'slag' applied to an object of class "c('matrix', 'double',
'numeric')"
slag.default() takes a vector, slag.pseries() a "pseries" object.
Is there any way to implement this SLX model for panel series?
Did you look at spdep::create_WX?
Regards, Daniel. [[alternative HTML version deleted]]
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