是否有任何方法可以从R中的SPLM包中获取SDM模型的空间滞后预测变量估计值

时间:2019-05-09 10:20:51

标签: r panel spatial

我的代码使用时间固定效果框架中的splm包来估算空间Durbin模型(SDM)。输出显示lambda(空间自相关变量)和控制变量的估计值,但不显示空间滞后控制变量的估计值。因为它是SDM模型,所以我必须得到这个结果。我如何拥有(提取)它。任何提示表示赞赏。

slagerv <- slag(spa.sakp$indexT,listw=ERV) #spatially lagged response
fmerv = (spa.sakp$indexT ~ slagerv +   spa.sakp$credT+  spa.sakp$chexT +spa.sakp$uninfT + spa.sakp$gdpT + spa.sakp$chintT+months) #formula

ERVM<- spml(formula = fmerv, data = spa.sakp, index = c('id','months'), listw = ERV, model = "within", 
                   lag = TRUE, effect = "time", spatial.error = "none")#time fixed effect SDM 
summary(ERVM)
> summary(ERVM) 
Spatial panel fixed effects lag model

Call:
spml(formula = fmied, data = spa.sakp, index = c("id", "months"), 
    listw = IED, model = "within", effect = "time", lag = TRUE, 
    spatial.error = "none")

Residuals:
       Min.     1st Qu.      Median     3rd Qu.        Max. 
-0.01159514 -0.00124086  0.00000203  0.00123286  0.00920170 

Spatial autoregressive coefficient:
       Estimate Std. Error t-value            Pr(>|t|)    
lambda  -1.8126     0.0938   -19.3 <0.0000000000000002 ***

Coefficients:
                    Estimate  Std. Error t-value             Pr(>|t|)    
slagied          -11.8782997   0.0963158 -123.33 < 0.0000000000000002 ***
spa.sakp$credT     0.0047805   0.0015385    3.11               0.0019 ** 
spa.sakp$chexT     0.0000302   0.0003202    0.09               0.9248    
spa.sakp$uninfT    0.0314745   0.0119876    2.63               0.0086 ** 
spa.sakp$gdpT      0.0215538   0.0326848    0.66               0.5096    
spa.sakp$chintT   -0.0050297   0.0579541   -0.09               0.9308    
months01/01/2001   0.0323093   0.0008751   36.92 < 0.0000000000000002 ***
months01/01/2002   0.0583744   0.0009613   60.73 < 0.0000000000000002 ***
months01/01/2003   0.0728243   0.0010257   71.00 < 0.0000000000000002 ***

 [ reached getOption("max.print") -- omitted 201 rows ]
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

>       r2erv = summary(ERVM)$rsqr
>       r2erv 
[1] 0.9759
>       

0 个答案:

没有答案