[Splm-commits] r69 - pkg/man

[noreply at r-forge.r-project.org]

Author: gpiras
Date: 2010-04-19 18:10:30 +0200 (Mon, 19 Apr 2010)
New Revision: 69

Removed:
   pkg/man/spsegm.Rd
Log:
remove help file for sim eq GM

Deleted: pkg/man/spsegm.Rd
===================================================================
--- pkg/man/spsegm.Rd	2009-11-24 16:24:14 UTC (rev 68)
+++ pkg/man/spsegm.Rd	2010-04-19 16:10:30 UTC (rev 69)
@@ -1,123 +0,0 @@
-\name{spsegm}
-\alias{spsegm}
-\title{Spatial Simultaneous Equations}
-
-\description{Feasible generalized three stages least square estimator (FGS3SLS)
-of symultaneous systems of spatially interrelated cross sectional equations of the form: 
-
-\deqn{Y = Y B + X C +  \bar{Y} L + U}
-
-\deqn{ U = \bar{U} R + E}
-
-with \eqn{Y = (y_1,\dots,y_m)}, 
-\eqn{X = (x_1,\dots,x_m)}, \eqn{U = (u_1,\dots,u_m)}, 
-\eqn{\bar{Y} = (\bar{y}_1,\dots,\bar{y}_m)} 
-and \eqn{\bar{y}_j = W y_j} \eqn{j=1,\dots,m}, 
-\eqn{E = (e_1,\dots,e_m)}, \eqn{\bar{U} = (\bar{u}_1,\dots,\bar{u}_m)} 
-and \eqn{\bar{u}_j = W u_j} \eqn{j=1,\dots,m}. 
-B, C, L and \eqn{R=diag_{j=1}^m (\rho_j)} 
-are matrix of parameters
-
-
-}
-
-\usage{
-spsegm(formula,data=list(), spec='default', listw, method='spatialsim',zero.policy = FALSE)
-}
-\arguments{
-  \item{formula}{an object of class \code{formula} (see Details)}
-  \item{data}{an object of class \code{\link{data.frame}}. An optional data frame containing the variables
-  in the model}
-  \item{spec}{a list used to define the specification (see Details) }
-  \item{listw}{an object of class \code{listw} created for example by \code{nb2listw}}
-  \item{method}{\code{spatialsim}}
-  \item{zero.policy}{See \code{lagsarlm} for details}
-}
-
-
-\details{
-The function can be specified with any number of equations. 
-The number of equations is determined through the \code{formula} object.
-In particular, all the responses for all equations should be organized in a matrix and
-specified on the left hand side of the formula object. Analogously, all the explanatory 
-variables from all equations should be specified on the right hand side of the 
-formula. The number of equations is then retrieved from the dimension of the matrix 
-containing the responses.
-
-The argument \code{spec} should either be \code{default} or a \code{list}.
-When \code{spec="default"}, all the equations in the system have the same explanatory variables 
-(including the intercept). The intercept can be eliminated (for all the equations at the same time)
-as it is done in \code{lm}. 
-
-When \code{spec=list} it should have the same length as the number of equations (i.e.
-the number of columns of y in the formula object). The presence of the intercept is managed 
-by \code{spec} (see Examples). When trying to eliminate the intercept in the classical way, if 
-\code{spec} is a list an error message will occour. 
-
-}
-
-
-\value{
-  An object of class \code{"splm"}.
-  \item{coefficients}{FG3SLS coefficients estimate of the model parameters (for all equations)}
-  \item{vcov}{the variance covariance matrix of the estimated coefficients}
-  \item{type}{'spsegm'}
-  \item{model}{the matrix of the data used (responses in each equation are reported first, then the 
-  explanatory variables)}
-  \item{N}{the number of cross-sectional observations}  
-  \item{Eq}{the number of equations in the system}  
-  \item{k}{the number of columns of the matrix of regressors 
-  (i.e. this corresponds to the number of explanatory variables in each equation only when 
-  \code{spec="default"})}
-  \item{call}{the call used to create the object}
-  \item{terms}{the \code{terms} object generated from \code{formula} and some optional arguments}
-  \item{Xnames}{the names of the variables in the matrix of explanatory variables}
-  \item{Ynames}{the names of the responses}
-  \item{spec}{the argument \code{spec}}
-}
-
-\references{
-  Kelejian, H.H. and Prucha, I.R. (2004) 
-Estimation of Simultaneous systems of spatially interrelated cross sectional equations,
-    \emph{Journal of Econometrics}, \bold{118}, pages 27--50.
-
-  Kelejian, H.H. and Prucha, I.R. (1999) 
-A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,
-    \emph{International Economic Review}, \bold{40}, pages 509--533.
-    
-      Kelejian, H.H. and Prucha, I.R. (1998) 
-A Generalized Spatial Two Stage Least Square Procedure for Estimating a Spatial Autoregressive
-Model with Autoregressive Disturbances,
-    \emph{Journal of Real Estate Finance and Economics}, \bold{17}, pages 99--121.
-
-}
-
-\author{Gianfranco Piras\email{gpiras at mac.com}}
-
-\seealso{
-\code{\link{spregm}}
-}
-\examples{
-n<-70
-N<-n^2
-ny<-3
-nx<-3
-W<-nb2listw(cell2nb(n,n)) 
-y<-matrix(rnorm(N*ny),N,ny)
-X<-matrix(runif(N*nx,-10,10),N,nx)
-ynseq<-paste("y",seq(1:ny))
-colnames(y)<-ynseq
-xnseq<-paste("y",seq(1:nx))
-colnames(X)<-xnseq	
-data<-cbind(y,X)
-data<-data.frame(data)
-SE<-spsegm( y~ X ,spec='default', listw=W)
-summary(SE)
-spec=list(c(1,2,3),c(1,3,4),c(2,3,4))
-#c(1,2,3): intercept (1) and first and second columns of X (2,3)
-#c(1,3,4): intercept (1) and second and third columns of X (3,4)
-#c(2,3,4): first, second and third columns of X (2,3,4)
-SE<-spsegm(y~ X ,spec=list(c(1,2,3),c(1,3,4),c(2,3,4)), listw=W)
-}
-
-\keyword{spatial}
\ No newline at end of file