Displaying 1 result from an estimated 1 matches for "matrixsampl".
Did you mean:
matrixsample
2011 May 04
1
Instrumental variable quantile estimation of spatial autoregressive models
...e a hint on the different codes and steps?
Please find attached a small sample of my data and matrix.
R codes:
library(foreign)
library(lmtest)
library(spdep)
library(quantreg)
data<-read.table("DataSample.txt",header=TRUE, sep="")
attach(data)
matrix<-read.gwt2nb("matrixsample.gwt" ,region.id=no_Trans)
matrix.listw<-nb2listw(matrix)
OLS model
OLS<-lm(lnprice~surface+d2007+LUX+tsect_ci, data=data)
summary(OLS)
SAR model
SAR<-lagsarlm(lnprice~surface+d2007+LUX+tsect_ci, data=data, listw = matrix.listw)
summary(SAR)
I hope that this information is sufficie...