derive_spflow_moments: Compute the moment matrices used during the estimation with...

In LukeCe/spflow: Spatial Econometric Interaction Models

Compute the moment matrices used during the estimation with spflow()

Description

These are internal functions called within the estimation procedure

Usage

derive_spflow_moments(spflow_matrices, n_o, n_d, N, wt, na_rm = FALSE)

spflow_moment_var(spflow_matrices, wt, N, n_d, n_o)

spflow_moment_cov(Y, spflow_matrices)

Details

The implementation details are derived in \insertCiteDargel2021;textualspflow and \insertCiteDargel2023;textualspflow.

The variance moment:

The moment (U'U) moment matrix is grouped into 4 x 4 blocks. These 16 blocks are derived as interactions from the four sets of variables U_alpha, U_alpha_I, U_beta, U_gamma. Only ten blocks are unique and the remaining six are inferred by symmetry.

The covariance moment:

The moment (U'y) is grouped into four blocks using the same arguments. Here we can use the same function to compute the inner product of y and its spatial lags with U.

Value

A list containing all moments required for the estimation

Author(s)

Lukas Dargel

References

\insertAllCited

LukeCe/spflow documentation built on Nov. 11, 2023, 8:20 p.m.