hetsar: Heterogeneous estimation of spatial lag (HSAR) panel models

In hetsar: Heterogeneous spatial panel estimation

Description

Heterogeneous estimation of spatial lag (HSAR) panel models

Usage

hetsar(
  formula,
  data,
  w,
  na.action,
  index = NULL,
  ...
)

## S3 method for class 'hetsar'
summary(object, ...)

## S3 method for class 'summary.hetsar'
print(
  x,
  digits = max(3, getOption("digits") - 2),
  width = getOption("width"),
  ...
)

## S3 method for class 'hetsar'
residuals(object, ...)

Arguments

formula	a symbolic description of the model to be estimated,
data	a data.frame,
w	a matrix or a listw object,
na.action	see lm(),
index	the indexes, see pdata.frame(),
...	further arguments.
object, x	an object of class hetsar,
digits	digits,
width	the maximum length of the lines in the print output,

Details

hetsar is a function for the estimation of linear spatial autoregressive panel models with heterogeneous coefficients (HSAR) by the maximum likelihood estimator.

Value

An object of class c("hetsar", "panelmodel") containing:

coefficients	the vector of coefficients,
residuals	the vector of residuals,
fitted.values	the vector of fitted values,
vcov	the covariance matrix of the coefficients,
df.residual	degrees of freedom of the residuals,
model	a data.frame containing the variables used for the estimation,
call	the call,
sigma	always NULL, sigma is here only for compatibility reasons (to allow using the same summary and print methods as pggls),
indcoef	the matrix of individual coefficients from separate time series regressions.

Author(s)

Giovanni Millo

References

ABP

Examples

data(HousePricesUS, package="pder")
data(usaw49, package="pder")
## HSAR estimator
hsarmod <- hetsar(log(price) ~ log(income),
                  HousePricesUS, usaw49)

summary(hsarmod)

hetsar documentation built on May 22, 2021, 3 a.m.