Impact Estimates for Static Spatial Panel Data Models in R

Gianfranco Piras

Working Papers from Regional Research Institute, West Virginia University

Abstract: In the present note we demonstrate how to implement the Lee and Yu (2010) procedure for fixed effects spatial panel data models available from the R (R Development Core Team 2012) package splm (Millo and Piras 2012). Additionally, we also show how to compute the impact estimates introduced by Kelejian, Tavlas, and Hondroyiannis (2006) and formalized in LeSage and Pace (2009). Unlike Matlab (MATLAB 2011), there was no R function specific to static panel data models for the calculation of the impact measures. After receiving numerous requests from the users of splm, we decided to extend the cross sectional functions available from spdep (Bivand 2013) to spatial panel data models.

Keywords: spatial panel data models; R; computational methods; impact measures (search for similar items in EconPapers)
JEL-codes: C21 C4 C6 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2013-05
New Economics Papers: this item is included in nep-ore and nep-ure
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Citations: View citations in EconPapers (7)

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Related works:
Journal Article: Impact estimates for static spatial panel data models in R (2014)
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