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Durbin= argument handling function for panel spatial Durbin models #5

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nghauranalain opened this issue May 2, 2019 · 3 comments
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@nghauranalain
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As explained by @rsbivand here, adding a Durbin= argument to splm fitting functions would be helpful for estimating the impacts from panel spatial Durbin models (SDM) as well as drawing inference for those impacts.

This would be possible if spatialreg exposes a single portable function handling such an argument.

@rsbivand
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rsbivand commented May 3, 2019

Thanks, this should happen later this year.

@jingleizhanfang
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jingleizhanfang commented Nov 8, 2022

You can write the command fm <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp + slag(log(pcap), listw = usalw) for panel spatial Durbin models in spml. for example, the command slxmod <- spreml(fm, data = Produc, w = usaww, model = "pooling", lag = FALSE, errors = "ols"). @rsbivand @nghauranalain

@rsbivand
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This is far from simple, I'm afraid, and no maintenance effort will be expended in the forseeable future. Fully-proven PRs welcome.

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