Sitio actualizado por: Carlos Vilalta
Fuente: Roger Bivand, Gianfranco Piras (2015). "Comparing Implementations of Estimation Methods for Spatial Econometrics." Journal of Statistical Software, 63(18), 1-36. https://cran.r-project.org/web/packages/spatialreg/spatialreg.pdf
# Libraries
library(spdep)
library(spatialreg)
library(rgdal)
library(rgeos)
library(geoR)
library(gvlma)
# Data & Map
file.shape <- readOGR(dsn = "C:...", layer = "X")
plot(file.shape)
names(file.shape)
## K neighbors
coords <- coordinates(file.shape)
NEIGH <- row.names(as(file.shape, "data.frame"))
fileshape_kn10 <- knn2nb(knearneigh(coords, k = 10), row.names = NEIGH)
fileshape10.listw=nb2listw(fileshape_kn10)
listw1= fileshape10.listw
## Check distances
dist <- unlist(nbdists(fileshape_kn10, coords))
summary(dist)
## Weight matrix (row standard y binary)
cursomodelos_kn10_w <- nb2listw(fileshape_kn10, zero.policy = T)
# Descriptives
summary(Y)
summary(X)
plot(X, Y)
abline(lm(Y~X), col="red")
lines(lowess(Y,X), col="blue")
## Global Moran I
moran.test(Y, listw = fileshape10.listw, zero.policy = T)
# OLS: y=XB+e
reg.eq1=Y~X
ols=lm(reg.eq1,data=file.shape)
summary(ols)
## Diagnostics
dols <- gvlma(ols)
summary(dols)
# SAR: y=pWy+XB+e
sar=lagsarlm(reg.eq1,data=file.shape, listw1)
summary(sar)
(est <- cbind(Estimate = coef(sar), confint(sar)))
impacts(sar,listw=listw1)
summary(impacts(sar,listw=listw1,R=500),zstats=TRUE)
sar$deviance/sar$null.deviance
mean(fitted(sar))
hist(fitted(sar), main="SAR")
anova(sar)
logLik(sar)
LR1.sarlm(sar)
Wald1.sarlm(sar)
bptest.sarlm(sar,studentize=TRUE)
# SEM: y=XB+u, u=LWu+e
sem=errorsarlm(reg.eq1,data=file.shape, listw1)
summary(sem)
(est <- cbind(Estimate = coef(sem), confint(sem)))
sem$deviance/sem$null.deviance
mean(fitted(sem))
hist(fitted(sem), main="SEM")
bptest.sarlm(sem,studentize=TRUE)
anova(sem)
logLik(sem)
LR1.sarlm(sem)
Wald1.sarlm(sem)
bptest.sarlm(sem,studentize=TRUE)
Hausman.test(sem)
2021. Por: Carlos Vilalta. Email: cvilalta@centrogeo.edu.mx