IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v047i01.html
   My bibliography  Save this article

splm: Spatial Panel Data Models in R

Author

Listed:
  • Millo, Giovanni
  • Piras, Gianfranco

Abstract

splm is an R package for the estimation and testing of various spatial panel data specifications. We consider the implementation of both maximum likelihood and generalized moments estimators in the context of fixed as well as random effects spatial panel data models. This paper is a general description of splm and all functionalities are illustrated using a well-known example taken from Munnell (1990) with productivity data on 48 US states observed over 17 years. We perform comparisons with other available software; and, when this is not possible, Monte Carlo results support our original implementation.

Suggested Citation

  • Millo, Giovanni & Piras, Gianfranco, 2012. "splm: Spatial Panel Data Models in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i01).
    • Handle: RePEc:jss:jstsof:v:047:i01
    DOI: http://hdl.handle.net/10.18637/jss.v047.i01
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v047i01/v47i01.pdf
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v047i01/splm_1.0-00.tar.gz
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v047i01/v47i01.R
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v047i01/cigardemo.txt
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v047i01/spat-sym-us.txt
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v047i01/v47i01-simulations.zip
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v047i01/v47i01-simresults.zip
    Download Restriction: no
    File URL: https://libkey.io/http://hdl.handle.net/10.18637/jss.v047.i01?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
    2. Jan Mutl & Michael Pfaffermayr, 2011. "The Hausman test in a Cliff and Ord panel model," Econometrics Journal, Royal Economic Society, vol. 14, pages 48-76, February.
    3. David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski, 2011. "SPPACK: Stata module for cross-section spatial-autoregressive models," Statistical Software Components S457245, Boston College Department of Economics, revised 04 Dec 2018.
    4. David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski, 2013. "Creating and managing spatial-weighting matrices with the spmat command," Stata Journal, StataCorp LP, vol. 13(2), pages 242-286, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Roger Bivand & Giovanni Millo & Gianfranco Piras, 2021. "A Review of Software for Spatial Econometrics in R," Mathematics, MDPI, vol. 9(11), pages 1-40, June.
    2. repec:rri:wpaper:201303 is not listed on IDEAS
    3. Gianfranco Piras, 2013. "Efficient GMM Estimation of a Cliff and Ord Panel Data Model with Random Effects," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 370-388, September.
    4. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
    5. J. Paul Elhorst, 2014. "Matlab Software for Spatial Panels," International Regional Science Review, , vol. 37(3), pages 389-405, July.
    6. Neumayer, Eric & Plümper, Thomas, 2016. "W," Political Science Research and Methods, Cambridge University Press, vol. 4(1), pages 175-193, January.
    7. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
    8. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
    9. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
    10. Badi H. Baltagi & Long Liu, 2016. "Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 638-658, April.
    11. Badi H. Baltagi & Long Liu, 2014. "Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel," Center for Policy Research Working Papers 174, Center for Policy Research, Maxwell School, Syracuse University.
    12. Cem Ertur & Antonio Musolesi, 2017. "Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 477-503, April.
    13. Alfred Garloff & Carsten Pohl & Norbert Schanne, 2013. "Do small labor market entry cohorts reduce unemployment?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(15), pages 379-406.
    14. Eleftheria Kontou & Noreen McDonald, 2021. "Associating ridesourcing with road safety outcomes: Insights from Austin, Texas," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-18, March.
    15. Padovano, Fabio & Petrarca, Ilaria, 2014. "Are the responsibility and yardstick competition hypotheses mutually consistent?," European Journal of Political Economy, Elsevier, vol. 34(C), pages 459-477.
    16. Baltagi, Badi H. & Yen, Yin-Fang, 2014. "Hospital treatment rates and spillover effects: Does ownership matter?," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 193-202.
    17. Zheng, Xinye & Li, Fanghua & Song, Shunfeng & Yu, Yihua, 2013. "Central government's infrastructure investment across Chinese regions: A dynamic spatial panel data approach," China Economic Review, Elsevier, vol. 27(C), pages 264-276.
    18. Jung, Samuel Moon & Vijverberg, Chu-Ping C., 2019. "Financial development and income inequality in China – A spatial data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 295-320.
    19. Maria De Paola & Michela Ponzo & Vincenzo Scoppa, 2018. "Are Men Given Priority for Top Jobs? Investigating the Glass Ceiling in Italian Academia," Journal of Human Capital, University of Chicago Press, vol. 12(3), pages 475-503.
    20. Frank Davenport, 2017. "Estimating standard errors in spatial panel models with time varying spatial correlation," Papers in Regional Science, Wiley Blackwell, vol. 96, pages 155-177, March.
    21. Sara Cruz & Aurora A.C. Teixeira, 2014. "The determinants of spatial location of creative industries start-ups: Evidence from Portugal using a discrete choice model approach," FEP Working Papers 546, Universidade do Porto, Faculdade de Economia do Porto.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:047:i01. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.jstatsoft.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.