Estimation of Spatial Weight Matrices
Overview
Bayesian estimation of spatial weight matrices in spatial econometric panel models. Allows for estimation of spatial autoregressive (SAR), spatial error (SEM), spatial Durbin (SDM), spatial error Durbin (SDEM) and spatially lagged explanatory variable (SLX) type specifications featuring an unknown spatial weight matrix. Methodological details are given in Krisztin and Piribauer (2022) doi:10.1080/17421772.2022.2095426.
- Added
slx()function for estimating Spatial Lag of X (SLX) models with exogenous spatial weight matrices. - Added
logdetSpline()function implementing spline-based approximations for the log-determinant in rho sampling. - Updated default rho prior to utilize the Pace and Barry approximation for improved computational efficiency.
- Fixed bug where
printandplotmethods failed to correctly handleSEMandSLXmodel objects. - Corrected temporal indices in the
NUTS1growth dataset. - Optimized posterior sampling routines for improved convergence in high-dimensional settings.
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Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 29
- Examples that run
- 100%12 run in a plain check
- Exported functions with examples
- 48%
- Documented parameters
- 87%
- Return-value docs
- 48%
- Help pages citing references
- 28%
Downloads
Dependencies
Installing estimateW adds 3 packages (0 with compiled code, 2.8 MB of source tarballs). Heaviest: plot.matrix 2.7 MB, R6 63 KB, matrixcalc 30 KB.
Code & Tests
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Package metadata
- First published
- 2022-12-06
- Total releases
- 3 / 4 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 42 KB / 2 files
- Download size
- 85 KB
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