wenyueyang
2015-Jul-23 15:35 UTC
[R] How to calculate the average direct effect, average total effect and average indirect effect for spatial regression models with spatial lag of dependent variable
Hi, I am using four spatial regression models (SAR, SEM, SAC and SDM) to evaluate the spillover effect of some factors. LeSage and Pace (2009) pointed out that when the spatial lag of the dependent variable is included in the model, parameter estimates lose their conventional interpretation as marginal effects, because the spatial lag gives rise to a series of feedback loops and spillover effects across regions. Therefore, I need to calculate the three different marginal effects: average direct effect, average total effect and average indirect (spillover) effect, and this is what I don't know how to perform in R. Can you teach me about how to calculate the average direct effect, average total effect and average indirect (spillover) effect for the spatial regression models in R and tell me the related R code? I would like to express my great appreciation to you! Thank you very much and best regards. Yours sincerely, Wenyue Yang -- View this message in context: http://r.789695.n4.nabble.com/How-to-calculate-the-average-direct-effect-average-total-effect-and-average-indirect-effect-for-spate-tp4710253.html Sent from the R help mailing list archive at Nabble.com.
Linus Holtermann
2015-Jul-24 10:02 UTC
[R] How to calculate the average direct effect, average total effect and average indirect effect for spatial regression models with spatial lag of dependent variable
Hello, the command "impacts" in the spdep-packeage should help you. Mit freundlichen Gr??en Linus Holtermann Hamburgisches WeltWirtschaftsInstitut gemeinn?tzige GmbH (HWWI) Heimhuder Stra?e 71 20148 Hamburg Tel +49-(0)40-340576-336 Fax+49-(0)40-340576-776 Internet: www.hwwi.org Email: holtermann at hwwi.org ? Amtsgericht Hamburg HRB 94303 Gesch?ftsf?hrer: PD Dr. Christian Growitsch | Prof. Dr. Henning V?pel Prokura: Dipl. Kauffrau Alexis Malchin Umsatzsteuer-ID: DE 241849425 -----Urspr?ngliche Nachricht----- Von: R-help [mailto:r-help-bounces at r-project.org] Im Auftrag von wenyueyang Gesendet: Donnerstag, 23. Juli 2015 17:35 An: r-help at r-project.org Betreff: [R] How to calculate the average direct effect, average total effect and average indirect effect for spatial regression models with spatial lag of dependent variable Hi, I am using four spatial regression models (SAR, SEM, SAC and SDM) to evaluate the spillover effect of some factors. LeSage and Pace (2009) pointed out that when the spatial lag of the dependent variable is included in the model, parameter estimates lose their conventional interpretation as marginal effects, because the spatial lag gives rise to a series of feedback loops and spillover effects across regions. Therefore, I need to calculate the three different marginal effects: average direct effect, average total effect and average indirect (spillover) effect, and this is what I don't know how to perform in R. Can you teach me about how to calculate the average direct effect, average total effect and average indirect (spillover) effect for the spatial regression models in R and tell me the related R code? I would like to express my great appreciation to you! Thank you very much and best regards. Yours sincerely, Wenyue Yang -- View this message in context: http://r.789695.n4.nabble.com/How-to-calculate-the-average-direct-effect-average-total-effect-and-average-indirect-effect-for-spate-tp4710253.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
wenyueyang
2015-Jul-24 16:17 UTC
[R] How to calculate the average direct effect, average total effect and average indirect effect for spatial regression models with spatial lag of dependent variable
Dear Linus Holtermann, thank a lot for telling me the key to calculate the effects. I will try it. thank you for your help! best regards, Wenyue Yang -- View this message in context: http://r.789695.n4.nabble.com/How-to-calculate-the-average-direct-effect-average-total-effect-and-average-indirect-effect-for-spate-tp4710253p4710315.html Sent from the R help mailing list archive at Nabble.com.