I have not much time left to run my spatial regression model, thus I would be thankful for help.
I do not know how to run impacts function for spatial durbin model (.lagsarlm) so that I can see the p-values of total effects of regressors.
I am using Queen contiguity matrix (the .gal file) I run exactly the same code below for Spatial Error Durbin Model or Spatially Lagged X Model and it worked fine. But for spatial Durbin model using .lagsarlm function it does not work
# The model:
regSDM.5=lagsarlm(reg.eq5,data=spat.data,listw1,type="mixed")
# Impacts, not working:
impacts (regSDM.5, listw=listw1)
summary(impacts(regSDM.5,listw=listw.wts,R=500),zstats=TRUE)
What I get is just an error:
> summary(impacts(regSDM.5,listw=listw1,R=500),zstats=TRUE)
Error in eigen(Sigma, symmetric = TRUE) :
infinite or missing values in 'x'
In addition: Warning message:
Method impacts.sarlm moved to the spatialreg package
I need to get results like this (here SLX example is shown), the p-values of total effect at the very bottom of this result are most important.
> summary(impacts(regSLX.5,listw=listw1,R=500),zstats=TRUE)
Impact measures (SLX, estimable, n-k):
Direct Indirect Total
ROI_Act -0.79420742945 1.0099291341 0.2157217047
Home_Aff -0.00731795312 -0.0588033114 -0.0661212645
Emmissions -0.01044269992 -0.0280940042 -0.0385367041
Pop_Dens -0.00002670612 -0.0001296893 -0.0001563955
lnEl_Cons -0.67494998732 -0.3364665653 -1.0114165526
lnDisp_Y -1.28264355334 -0.3288232887 -1.6114668421
Own_Occ -0.00564662179 -0.0495448745 -0.0551914962
Detached 0.01517019074 0.0123018795 0.0274720702
========================================================
Standard errors:
Direct Indirect Total
ROI_Act 0.1669871799 0.18392867854 0.08612939462
Home_Aff 0.0206790208 0.04270741415 0.04326666551
Emmissions 0.0043738633 0.00817558337 0.00888052007
Pop_Dens 0.0000358991 0.00005264358 0.00004279778
lnEl_Cons 0.4147250666 0.66547133438 0.59146099150
lnDisp_Y 0.3609449462 0.56077965701 0.54018324532
Own_Occ 0.0064277564 0.01138136501 0.01089799081
Detached 0.0089160665 0.01223168037 0.00945775531
========================================================
Z-values:
Direct Indirect Total
ROI_Act -4.7560982 5.4908736 2.504623
Home_Aff -0.3538830 -1.3768877 -1.528226
Emmissions -2.3875232 -3.4363302 -4.339465
Pop_Dens -0.7439218 -2.4635356 -3.654289
lnEl_Cons -1.6274637 -0.5056064 -1.710031
lnDisp_Y -3.5535712 -0.5863681 -2.983186
Own_Occ -0.8784748 -4.3531575 -5.064374
Detached 1.7014443 1.0057391 2.904714
p-values:
Direct Indirect Total
ROI_Act 0.0000019737 0.000000039995 0.0122582
Home_Aff 0.72342660 0.16854698 0.1264563
Emmissions 0.01696233 0.00058965 0.00001428302
Pop_Dens 0.45692378 0.01375743 0.0002579
lnEl_Cons 0.10363865 0.61313299 0.0872602
lnDisp_Y 0.00038004 0.55762819 0.0028527
Own_Occ 0.37968613 0.000013419067 0.00000040975
Detached 0.08885959 0.31454108 0.0036759
I found that certain power traces would be needed to run it (the 'tr') but I don't know exactly if it applies to Queen type matrix.
Sorry for a lot of details and thank you for help in advance!