[Splm-commits] r138 - in pkg: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Apr 13 00:10:51 CEST 2012
Author: the_sculler
Date: 2012-04-13 00:10:51 +0200 (Fri, 13 Apr 2012)
New Revision: 138
Modified:
pkg/ChangeLog
pkg/DESCRIPTION
pkg/R/spgm.R
pkg/man/bsktest.Rd
pkg/man/print.splm.Rd
pkg/man/spgm.Rd
pkg/man/sphtest.Rd
pkg/man/splm-package.Rd
pkg/man/spml.Rd
Log:
Fixed problem with plm residuals in spgm; added references to JSS paper
Modified: pkg/ChangeLog
===================================================================
--- pkg/ChangeLog 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/ChangeLog 2012-04-12 22:10:51 UTC (rev 138)
@@ -1,3 +1,7 @@
+Changes in Version 1.0-00
+ o fixed prblem with spgm due to residuals of plm models now being pseries
+ o added /inst/CITATION, added reference to JSS paper in docs
+
Changes in Version 0.9-05
o the call reported by spml is now, correctly, the user-level one instead of spreml' or spfeml's one
o example(spml) now produces a fixed effects and a random effects example
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/DESCRIPTION 2012-04-12 22:10:51 UTC (rev 138)
@@ -5,6 +5,6 @@
Author: Giovanni Millo <giovanni.millo at generali.com>, Gianfranco Piras <gpiras at mac.com>
Maintainer: Giovanni Millo <giovanni.millo at generali.com>
Description: ML and GM estimation and diagnostic testing of econometric models for spatial panel data.
-Depends: R (>= 2.14.0), MASS, nlme, spdep, plm, Matrix, bdsmatrix, spam, ibdreg, car, lmtest, Ecdat
+Depends: R (>= 2.10.0), MASS, nlme, spdep, plm, Matrix, bdsmatrix, spam, ibdreg, car, lmtest, Ecdat
License: GPL-2
LazyLoad: yes
Modified: pkg/R/spgm.R
===================================================================
--- pkg/R/spgm.R 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/R/spgm.R 2012-04-12 22:10:51 UTC (rev 138)
@@ -297,7 +297,7 @@
else result<-ivplm.w2sls(Y = y,X =x, H = instruments, endog = endog, ind = ind, tind = tind, lag = FALSE, listw = listw)
#print(result$coefficients)
-residuals<-as.matrix(residuals(result))
+residuals<-as.matrix(as.numeric(residuals(result)))
oo<-order(tind,ind)
res<-residuals[oo,]
@@ -401,7 +401,7 @@
result<-lm(y~x-1)
-residuals<-as.matrix(residuals(result))
+residuals<-as.matrix(as.numeric(residuals(result)))
oo<-order(tind,ind)
res<-residuals[oo,]
@@ -465,10 +465,10 @@
result2<-ivplm.b2sls(Y = y,X =x, H = instruments, endog = endog, ind = ind, tind = tind, lag = FALSE, listw = listw)
#print(result2$coefficients)
-residuals1<-as.matrix(residuals(result1))
+residuals1<-as.matrix(as.numeric(residuals(result1)))
oo<-order(tind,ind)
res1<-residuals1[oo]
-res2<-as.matrix(residuals(result2))
+res2<-as.matrix(as.numeric(residuals(result2)))
Gg<-fswithin(listw,res1,N,T)
@@ -787,7 +787,7 @@
#print(result$coefficients)
-residuals<-as.matrix(residuals(result))
+residuals<-as.matrix(as.numeric(residuals(result)))
oo<-order(tind,ind)
res<-residuals[oo,]
@@ -925,10 +925,10 @@
-residuals1<-as.matrix(residuals(result1))
+residuals1<-as.matrix(as.numeric(residuals(result1)))
oo<-order(tind,ind)
res1<-residuals1[oo,]
-res2<-as.matrix(residuals(result2))
+res2<-as.matrix(as.numeric(residuals(result2)))
Gg<-fswithin(listw,res1,N,T)
pars<-c(0.2,0.5)
Modified: pkg/man/bsktest.Rd
===================================================================
--- pkg/man/bsktest.Rd 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/man/bsktest.Rd 2012-04-12 22:10:51 UTC (rev 138)
@@ -29,7 +29,12 @@
}
\references{Baltagi, B.H., Song, S.H. and Koh, W. (2003)
Testing panel data regression models with spatial error correlation.
-\emph{Journal of Econometrics}, \bold{117}, 123--150.}
+\emph{Journal of Econometrics}, \bold{117}, 123--150.
+
+Millo, G., Piras, G. (2012)
+splm: Spatial Panel Data Models in R.
+\emph{Journal of Statistical Software}, \bold{47(1)}, 1--38.
+URL http://www.jstatsoft.org/v47/i01/.}
\author{Gianfranco Piras}
\seealso{\code{\link{sphtest}}}
Modified: pkg/man/print.splm.Rd
===================================================================
--- pkg/man/print.splm.Rd 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/man/print.splm.Rd 2012-04-12 22:10:51 UTC (rev 138)
@@ -25,11 +25,6 @@
Also a matrix for the error components,
or the spatial coefficients will be generated
depending on the estimated model.
-
-When the \code{'splm'} is produced by
-the function 'spsegm', the summary
-will be generated looping over the number
-of equations in the system.
}
\seealso{
@@ -40,7 +35,8 @@
\examples{
data(Produc, package = "Ecdat")
data(usaww)
-GM<-spgm(log(gsp)~log(pcap)+log(pc)+log(emp)+unemp, data=Produc, listw = usaww, moments="fullweights", spatial.error= TRUE)
-summary(GM)
+spremod<-spml(log(gsp)~log(pcap)+log(pc)+log(emp)+unemp, data=Produc,
+listw = mat2listw(usaww), model="random", lag=TRUE, spatial.error="none")
+summary(spremod)
}
\keyword{spatial}
Modified: pkg/man/spgm.Rd
===================================================================
--- pkg/man/spgm.Rd 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/man/spgm.Rd 2012-04-12 22:10:51 UTC (rev 138)
@@ -123,8 +123,13 @@
Kelejian, H.H. and Prucha, I.R. (1999)
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.
+ \emph{Journal of Real Estate Finance and Economics}, \bold{17},
+ pages 99--121.
+ Millo, G., Piras, G. (2012)
+splm: Spatial Panel Data Models in R.
+\emph{Journal of Statistical Software}, \bold{47(1)}, 1--38.
+URL http://www.jstatsoft.org/v47/i01/.
}
\author{ Gianfranco Piras \email{gpiras at mac.com}}
Modified: pkg/man/sphtest.Rd
===================================================================
--- pkg/man/sphtest.Rd 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/man/sphtest.Rd 2012-04-12 22:10:51 UTC (rev 138)
@@ -29,6 +29,13 @@
\value{
an object of class \code{htest}
}
+
+\references{
+ Millo, G., Piras, G. (2012)
+splm: Spatial Panel Data Models in R.
+\emph{Journal of Statistical Software}, \bold{47(1)}, 1--38.
+URL http://www.jstatsoft.org/v47/i01/.}
+
\author{Gianfranco Piras}
\seealso{\code{\link{spgm}}}
Modified: pkg/man/splm-package.Rd
===================================================================
--- pkg/man/splm-package.Rd 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/man/splm-package.Rd 2012-04-12 22:10:51 UTC (rev 138)
@@ -64,7 +64,12 @@
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.
+\emph{Journal of Econometrics}, \bold{118}, pages 27--50.
+
+Millo, G., Piras, G. (2012)
+splm: Spatial Panel Data Models in R.
+\emph{Journal of Statistical Software}, \bold{47(1)}, 1--38.
+URL http://www.jstatsoft.org/v47/i01/.
}
Modified: pkg/man/spml.Rd
===================================================================
--- pkg/man/spml.Rd 2012-04-12 20:51:47 UTC (rev 137)
+++ pkg/man/spml.Rd 2012-04-12 22:10:51 UTC (rev 138)
@@ -68,6 +68,11 @@
Baltagi, B.H., Song, S.H., Jung B. and Koh, W. (2007)
Testing panel data regression models with spatial and serial error correlation.
\emph{Journal of Econometrics}, \bold{140}, 5-51.
+
+Millo, G., Piras, G. (2012)
+splm: Spatial Panel Data Models in R.
+\emph{Journal of Statistical Software}, \bold{47(1)}, 1--38.
+URL http://www.jstatsoft.org/v47/i01/.
}
\author{Giovanni Millo}
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