mml: MML estimator

In edoardoBaldoni/AGPRIS: AGricultural PRoductivity in Space

Description

This function estimates a space time linear model according to the specified formula using the MML (or MML/BCLSDV) estimator as in Elhorst (2010) doi:10.1016/j.regsciurbeco.2010.03.003. The estimator maximizes a full-log-likelihood function where the parameter of spatial dependence is constrained.

Usage

mml(Rho, ff, dataset, wmat, var.agg, m = 10)

Arguments

Rho	the constrained parameter of spatial dependence
ff	Formula of the linear model. It excludes the spatial lag
dataset	Data frame with the data
wmat	Spatial weight matrix
var.agg	Spatial index of the data frame
m	How many time periods have passed since the beginning of the space-time process

Value

The estimates tables

Examples

## Not run: 
library(rgdal)
set.seed(123)
sd = sim_data_fe(dataset=regsamp,N=50,T=8,
                spatial = 80,Tau = -0.2,Rho = 0.4,
                Beta = 2,sdDev = 2,startingT = 10,
                LONGLAT = TRUE);sd[[1]]$X2 = stats::rnorm(nrow(sd[[1]]@data))
est_mml = mml(dataset = sd[[1]]@data,Rho = 0.4,
              ff = Y~X1+X2,
              wmat = sd[[2]],var.agg = c('Anno','Cod_Provincia'),
              m = 10)
est_mml

## End(Not run)

edoardoBaldoni/AGPRIS documentation built on Sept. 27, 2020, 12:04 a.m.