Package: spldv 0.1.4

Mauricio Sarrias

spldv: Spatial Models for Limited Dependent Variables

The current version of this package estimates spatial autoregressive models for binary dependent variables using GMM estimators <doi:10.18637/jss.v107.i08> and RIS estimator <doi:10.1007/978-3-662-05617-2_8>. It supports one-step (Pinkse and Slade, 1998) <doi:10.1016/S0304-4076(97)00097-3> and two-step GMM estimator along with the linearized GMM estimator proposed by Klier and McMillen (2008) <doi:10.1198/073500107000000188>. It also allows for either Probit or Logit model and compute the average marginal effects. The RIS estimator allows to estimate the SAR and SEM model. All these models are presented in Sarrias and Piras (2023) <doi:10.1016/j.jocm.2023.100432>.

Authors:Mauricio Sarrias [aut, cre], Gianfranco Piras [aut], Daniel McMillen [ctb]

spldv_0.1.4.tar.gz
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spldv.pdf |spldv.html
spldv/json (API)
NEWS

# Install 'spldv' in R:
install.packages('spldv', repos = c('https://gpiras.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/gpiras/spldv/issues

On CRAN:

7 exports 1 stars 1.47 score 91 dependencies 1 dependents 266 downloads

Last updated 4 months agofrom:b987115c1b. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 13 2024
R-4.5-winOKSep 13 2024
R-4.5-linuxOKSep 13 2024
R-4.4-winOKSep 13 2024
R-4.4-macOKSep 13 2024
R-4.3-winOKSep 13 2024
R-4.3-macOKSep 13 2024

Exports:bread.binrisestfun.binrisimpactsmake.instrumentssbinaryGMMsbinaryLGMMsbinaryRis

Dependencies:abindbackportsbootbroomcarcarDataclassclassIntclicodacodetoolscolorspacecowplotcpp11data.tableDBIdeldirDerivdigestdoBydplyre1071fansifarverFormulagenericsggplot2gluegtableisobandjsonliteKernSmoothlabelinglatticeLearnBayeslifecyclelme4magrittrMASSMatrixMatrixModelsmaxLikmemiscmgcvmicrobenchmarkminqamiscToolsmodelrmultcompmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigproxypurrrquantregR6RColorBrewerRcppRcppEigenrlangs2sandwichscalessfspSparseMspatialregspDataspdepsphetstringistringrsurvivalTH.datatibbletidyrtidyselectunitsutf8vctrsviridisLitewithrwkyamlzoo

Readme and manuals

Help Manual

Help pageTopics
Get Model Summaries for use with "mtable" for objects of class bingmmgetSummary.bingmm
Get Model Summaries for use with "mtable" for objects of class binlgmmgetSummary.binlgmm
Get Model Summaries for use with "mtable" for objects of class binrisgetSummary.binris
Estimation of the average marginal effects for SARB models.impacts impacts.bingmm impacts.binlgmm impacts.binris print.impacts.bingmm print.summary.impacts.bingmm summary.impacts.bingmm
Make instruments for spatial modelsmake.instruments
Estimation of SAR for binary dependent models using GMMcoef.bingmm print.bingmm print.summary.bingmm sbinaryGMM summary.bingmm vcov.bingmm
Estimation of SAR for binary models using Linearized GMM.coef.binlgmm print.binlgmm print.summary.binlgmm sbinaryLGMM summary.binlgmm vcov.binlgmm
Estimation of spatial probit model for binary outcomes using RIS (GHK) simulatorbread.binris coef.binris df.residual.binris estfun.binris logLik.binris print.binris print.summary.binris sbinaryRis summary.binris terms.binris vcov.binris