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sphet using two Ws in the first equation
2 messages · Antonio Bubbico, Roger Bivand
2 days later
On Wed, 27 Nov 2013, Antonio Bubbico wrote:
Hello,
I would like to run a "generalized spatial two stage least squares" using
the sphet package,
where the model is given by:
y = X \beta + \rho_{1} W_{1} y + \rho_{2} W_{2} y + u
u = \lambda W u + \varepsilon
Actually I don't know how to run that model in R, and obviously the problem
is the second W in the first equation.
Do you know if there is possibility to implement the code to run that kind
of model?
This model is not implemented in sphet or elsewhere in R packages as far as I know in any form. A reference to something similar is: http://ideas.repec.org/p/ces/ceswps/_2356.html but you may know this already. The domain of a process of this kind is something which has not been exhaustively studied. Hope this clarifies, Roger
Regards, Antonio Bubbico.
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 95 43 e-mail: Roger.Bivand at nhh.no