[Splm-commits] r173 - pkg/R

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

Author: gpiras
Date: 2013-07-25 19:04:27 +0200 (Thu, 25 Jul 2013)
New Revision: 173

Added:
   pkg/R/impacts.splm.R
Log:
impacts

Added: pkg/R/impacts.splm.R
===================================================================
--- pkg/R/impacts.splm.R	                        (rev 0)
+++ pkg/R/impacts.splm.R	2013-07-25 17:04:27 UTC (rev 173)
@@ -0,0 +1,131 @@
+impacts.splm<-function(obj, listw = NULL, time = NULL, ..., tr=NULL, R=200, type="mult", empirical=FALSE, Q=NULL){
+	
+if(!is.null(listw)){	
+	if(listw$style != "W") stop("Only row-standardised weights supported")
+	if(is.null(time) && is.null(tr)) stop("time periods should be provided")
+}
+else stop("listw object should be provided")
+
+if(is.null(tr)){
+	
+sparse.W <- listw2dgCMatrix(listw)
+s.lws <- kronecker(Diagonal(time) , sparse.W)
+tr <- trW(s.lws, type= type)
+	
+	}
+	
+if(is.na(match(obj$type, c("fixed effects lag","fixed effects sarar","random effects ML", "fixed effects GM","lag GM","fixed effects GM")))) stop("object type not recognized")
+	
+	if(obj$type == "fixed effects lag"){
+		
+class(obj)<- "gmsar"	
+obj$type <- "SARAR"
+obj$data <- as.vector(obj$model)
+obj$s2 <- obj$sigma2
+obj$secstep_var <- obj$vcov
+imp <- impacts(obj, tr=tr, R=R, ...)
+
+	}
+	
+	if(obj$type == "fixed effects sarar"){
+
+class(obj)<- "gmsar"	
+obj$type <- "SARAR"
+rho <- obj$coefficients[2]
+obj$coefficients <- obj$coefficients[-2]
+obj$data <- as.vector(obj$model)
+obj$s2 <- obj$sigma2
+obj$secstep_var <- obj$vcov[-2,-2]
+imp <- impacts(obj, tr=tr, R=R,...)		
+		
+	}
+
+	if(obj$type == "fixed effects error") stop("Impacts Estimates are not available for Error Model")
+
+	if(obj$type == "random effects ML")	{
+
+if(!is.null(obj$arcoef)) {
+class(obj)<- "gmsar"	
+obj$type <- "SARAR"
+
+obj$coefficients <- c(obj$arcoef, obj$coefficients)
+obj$data <- as.vector(obj$model)
+obj$s2 <- obj$sigma2
+obj$secstep_var <- matrix(0,nrow(obj$vcov)+1,nrow(obj$vcov)+1)
+obj$secstep_var[1,1] <- obj$vcov.arcoef
+obj$secstep_var[(2:(nrow(obj$vcov)+1)),(2:(nrow(obj$vcov)+1))] <- obj$vcov
+imp <- impacts(obj, tr=tr, R=R, ...)		
+		}
+		else stop("Impacts Estimates are not available for Error Model")		
+		
+	}
+	
+
+	if(obj$type == "fixed effects GM"){
+		
+		if(is.null(obj$endog)) {
+obj$secstep_var <- vcov(obj)			
+class(obj)<- "gmsar"	
+obj$type <- "SARAR"
+obj$data <- as.vector(obj$model)
+obj$s2 <- obj$sigma2
+
+imp <- impacts(obj, tr=tr, R=R, ...)		
+			
+			
+		}
+				
+		else stop("No impacts estimates when endogenous variables are present in the system")
+					
+	}
+
+if(obj$type == "lag GM")			{
+	
+		if(is.null(obj$endog)) {
+
+class(obj)<- "gmsar"	
+obj$type <- "SARAR"
+obj$secstep_var <- obj$var			
+obj$data <- as.vector(obj$model)
+obj$s2 <- obj$sigma2
+
+imp <- impacts(obj, tr=tr, R=R, ...)		
+			
+			
+		}
+				
+		else stop("No impacts estimates when endogenous variables are present in the system")
+					
+
+	
+}
+
+
+if(obj$type == "random effects GM")			{
+	
+		if(is.null(obj$endog)) {
+
+class(obj)<- "gmsar"	
+obj$type <- "SARAR"
+obj$secstep_var <- obj$vcov			
+obj$data <- as.vector(obj$model)
+obj$s2 <- obj$sigma2
+
+imp <- impacts(obj, tr=tr, R=R, ...)		
+			
+			
+		}
+				
+		else stop("No impacts estimates when endogenous variables are present in the system")
+					
+
+	
+}
+		
+
+
+
+	
+return(imp)	
+	
+}
\ No newline at end of file