[Splm-commits] r70 - pkg/man

Mon Apr 19 18:12:01 CEST 2010

Author: gpiras
Date: 2010-04-19 18:12:01 +0200 (Mon, 19 Apr 2010)
New Revision: 70

Added:
   pkg/man/spsegm.Rd
Log:
import new help file for sim eq GM

Added: pkg/man/spsegm.Rd
===================================================================

--- pkg/man/spsegm.Rd	                        (rev 0)
+++ pkg/man/spsegm.Rd	2010-04-19 16:12:01 UTC (rev 70)
@@ -0,0 +1,108 @@
+\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(), panel=FALSE,index=NULL,  
+w, method='spatialsim', lags=NULL, errors=NULL, endogenous=NULL, zero.policy = FALSE)
+}
+\arguments{
+  \item{formula}{a list of objects of class \code{formula} }
+  \item{data}{an object of class \code{\link{data.frame}} or \code{pdata.frame}.An optional data frame containing the variables in the model. An optional data frame containing the variables in the model. When the obect is a data.frame, the first two columns may contain the indexes. See index}
+  \item{panel}{logical. When TRUE, the data frame is a panel data set with cross-sectional and time observations}
+  \item{index}{if not NULL (default), a character vector to identify the indexes among the columns of the \code{\link{data.frame}}}
+  \item{w}{an object of class \code{listw} created for example by \code{nb2listw} or a \code{matrix}}
+  \item{method}{\code{spatialsim}}
+  \item{lags}{A logical list of length equal to the number of equations. If TRUE the spatial lag of the variable is included in the equation}
+  \item{errors}{A logical vector. When TRUE a spatially autocorrelated error term is included in the corresponding equation}
+  \item{endogenous}{A logical list of length equal to the number of equations. If TRUE the endogenous variable is included in the equation}
+  \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.
+The data can also be specified as a panel data frame. The logical argument
+PANEL should then be set to TRUE.
+
+The logical list \code{lags} controls which spatial lags should be included in the equations. 
+The logical list \code{errors} determines which equations should include an autoregressive term. 
+The logical list \code{endogenous} determines which equations should include an autoregressive term. 
+
+}
+
+
+\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{
+data(Produc, package = "Ecdat")
+data(usaww)
+Produc <- Produc[Produc$year<1973, ]
+eq1 <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp 
+eq2 <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp 
+eq3 <- log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp 
+formula<-list(tp1 = eq1, tp2 = eq2, tp3=eq3)
+w<-mat2listw(usaww)
+se<-spsegm(formula, data=Produc, w=w, panel= TRUE,lags=list(c(TRUE,TRUE,TRUE),c(TRUE,TRUE,TRUE),c(TRUE,TRUE,TRUE)), errors=list(FALSE,TRUE,FALSE),endogenous=list(c(FALSE,TRUE,FALSE),c(TRUE,FALSE,FALSE),c(TRUE,FALSE,FALSE)))
+summary(se)
+}
+
+\keyword{spatial}
\ No newline at end of file

