Description Usage Arguments Details Value Author(s) References See Also Examples
Maximum likelihood estimation of symultaneous systems of spatial SUR model.
1 2 |
formula |
a list of objects of class |
data |
an object of class |
panel |
logical. When TRUE, the data frame is a panel data set with cross-sectional and time observations |
index |
if not NULL (default), a character vector to identify the indexes among the columns of the |
w |
an object of class |
method |
|
quiet |
default |
model |
|
zero.policy |
See |
interval |
search interval for spatial parameters |
tol.solve |
tolerance |
trs |
default NULL |
control |
A list of control parameters for the optimization |
initval |
the initial values of the spatial parameters |
The function can be specified with any number of equations.
The number of equations is determined through the formula
object.
The data can also be specified as a panel data frame. The logical argument
PANEL should then be set to TRUE.
An object of class "splm"
.
coefficients |
ML coefficients of the model parameters (for all equations) |
vcov |
the variance covariance matrix of the estimated coefficients |
type |
'spsegm' |
model.data |
the matrix of the data used (responses in each equation are reported first, then the explanatory variables) |
model |
|
N |
the number of cross-sectional observations |
Eq |
the number of equations in the system |
K |
the total number of explanatory variables in the system |
call |
the call used to create the object |
terms |
the |
Xnames |
the names of the variables in the matrix of explanatory variables |
Ynames |
the names of the responses |
spec |
the number of explanatory variables in each equation |
lags |
a logical list |
errors |
a logical list |
endogenous |
a logical list |
rho |
the estimated spatial autocorrelation coefficients |
method |
"GM" |
Gianfranco Pirasgpiras@mac.com
Anselin, L. (1988) Spatial Econometrics: Methods and Models, Kluwer Academic Publisher.
1 2 3 4 5 6 7 8 9 10 11 12 | data(Produc, package = "Ecdat")
data(usaww)
Produc <- Produc[Produc$year<1973, ]
eq1 <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
eq2 <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
eq3 <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp
formula<-list(tp1 = eq1, tp2 = eq2, tp3=eq3)
listw<-mat2listw(usaww)
sur.error<-spseml(formula, data = Produc, w = listw, model = "error", method = "eigen", quiet = TRUE)
summary(sur.error)
sur.lag<-spseml(formula, data = Produc, w = listw, model = "lag", method = "eigen", quiet = FALSE)
summary(sur.lag)
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