plot_eff_nopar: Plot direct, indirect and total effects functions for...

In rominsal/sptpsar: Spatio-Temporal Semiparametric Models with Spatial Lags

Plot direct, indirect and total effects functions for continous non-parametric covariates in PS-SAR regression models.

Description

Plot direct, indirect and total effect functions for non-parametric covariates included in a semiparametric spatial or spatio-temporal SAR model. This model must include a spatial lag of the dependent variable (SAR) to have indirect effects different from 0, otherwise, total and direct function effects are the same. The effect functions can be smoothed to overcome the instabilities created by the premultiplication of matrix (I - ρ W)^{-1}

Usage

plot_eff_nopar(effnopar, data, smooth = TRUE, span = c(0.1, 0.1, 0.2))

Arguments

effnopar	object returned from eff_nopar function.
data	dataframe with the data.
smooth	logical value to choose smoothing of the effects function prior to plot. Default TRUE.
span	span for the kernel of the smoothing (see loess for details). Default c(0.1,0.1,0.2).

Value

plot of the direct, indirect and total effects function for each non-parametric covariate included in the object returned from effects_nopar.

Author(s)

Roman Minguez [e-mail]

References

• Basile, R., Durbán, M., Mínguez, R., Montero, J. M., and Mur, J. (2014). Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities. Journal of Economic Dynamics and Control, (48), 229-245.

See Also

• eff_nopar compute total, direct and indirect effect functions for non-parametric continuous covariates.

• fit_terms compute smooth functions for non-parametric continuous covariates.

• plot_terms plot the terms of non-parametric covariates.

Other Direct, Indirect and Total Effects.: eff_nopar, eff_par

Examples

################################################
 ###################### Examples using a panel data of rate of
 ###################### unemployment for 103 Italian provinces in period 1996-2014.
library(sptpsar)
data(unemp_it); Wsp <- Wsp_it

######################  No Spatial Trend: PSAR including a spatial 
######################  lag of the dependent variable
form1 <- unrate ~ partrate + agri + cons +
                 pspl(serv,nknots=15) +
                 pspl(empgrowth,nknots=20) 
 gamsar <- psar(form1,data=unemp_it,sar=TRUE,Wsp=Wsp_it)
 summary(gamsar)
 ###### Non-Parametric Total, Direct and Indirect Effects
 list_varnopar <- c("serv","empgrowth")
 eff_nparvar <- eff_nopar(gamsar,list_varnopar)
 plot_effects_nopar(eff_nparvar,unemp_it,smooth=TRUE)
 plot_effects_nopar(eff_nparvar,unemp_it,smooth=FALSE)
 
 #' ######################   PSAR-ANOVA with spatial trend
form2 <- unrate ~ partrate + agri + cons +
                  pspl(serv,nknots=15) + pspl(empgrowth,nknots=20) +
                  pspt(long,lat,nknots=c(20,20),psanova=TRUE,
                  nest_sp1=c(1,2),nest_sp2=c(1,2))
##### Spatial trend fixed for period 1996-2014
geospanova_sar <- psar(form2,data=unemp_it,Wsp=Wsp_it,sar=TRUE,
                   control=list(thr=1e-1,maxit=200,trace=FALSE))
summary(geospanova_sar)
 ###### Non-Parametric Total, Direct and Indirect Effects
 list_varnopar <- c("serv","empgrowth")
 eff_nparvar <- eff_nopar(geospanova_sar,list_varnopar)
 plot_effects_nopar(eff_nparvar,unemp_it,smooth=TRUE)
 plot_effects_nopar(eff_nparvar,unemp_it,smooth=FALSE)
 
######################   PSAR-ANOVA with spatio-temporal trend and 
######################   temporal autorregresive noise
 form3 <- unrate ~ partrate + agri + cons +
                   pspl(serv,nknots=15) + pspl(empgrowth,nknots=20) +
                   pspt(long,lat,year,nknots=c(18,18,8),psanova=TRUE,
                   nest_sp1=c(1,2,3),nest_sp2=c(1,2,3),
                   nest_time=c(1,2,2),ntime=19)
sptanova_sar_ar1 <- psar(form3,data=unemp_it,Wsp=Wsp_it,sar=TRUE,ar1=TRUE,
                    control=list(thr=1e-1,maxit=200,trace=FALSE))
summary(sptanova_sar_ar1)
 ###### Non-Parametric Total, Direct and Indirect Effects
 list_varnopar <- c("serv","empgrowth")
 eff_nparvar <- eff_nopar(sptanova_sar_ar1,list_varnopar)
 plot_effects_nopar(eff_nparvar,unemp_it,smooth=TRUE)
 plot_effects_nopar(eff_nparvar,unemp_it,smooth=FALSE)

rominsal/sptpsar documentation built on June 1, 2022, 2:03 a.m.