spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models
Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spatia...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2022-10-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4097 |
| _version_ | 1797813965484457984 |
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| author | Román Mínguez Fernando A. López Jesús Mur |
| author_facet | Román Mínguez Fernando A. López Jesús Mur |
| author_sort | Román Mínguez |
| collection | DOAJ |
| description | Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spatial structures in the residual of a SUR model; to estimate the most popular specifications by applying different methods and test for linear restrictions on the parameters. The package also facilitates the estimation of socalled spatial impacts, conveniently adapted to a SUR framework. The package includes functions to simulate datasets with the features decided by the user, which may be useful in teaching activities or in more general research projects. The article concludes with a real data application showing the potential that spsur has to examine the relation of individual mobility over geographic areas and the incidence of COVID-19 in Spain during the first lockdown. |
| first_indexed | 2024-03-13T08:00:32Z |
| format | Article |
| id | doaj.art-d2ad2f4a99fc422782438e8f5e5d34b0 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-03-13T08:00:32Z |
| publishDate | 2022-10-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-d2ad2f4a99fc422782438e8f5e5d34b02023-06-01T18:48:03ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602022-10-0110414310.18637/jss.v104.i113889spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression ModelsRomán Mínguez0https://orcid.org/0000-0002-0490-3181Fernando A. López1https://orcid.org/0000-0002-5397-9748Jesús Mur2https://orcid.org/0000-0002-7384-9166University of Castilla-La ManchaTechnical University of CartagenaUniversity of ZaragozaSpatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spatial structures in the residual of a SUR model; to estimate the most popular specifications by applying different methods and test for linear restrictions on the parameters. The package also facilitates the estimation of socalled spatial impacts, conveniently adapted to a SUR framework. The package includes functions to simulate datasets with the features decided by the user, which may be useful in teaching activities or in more general research projects. The article concludes with a real data application showing the potential that spsur has to examine the relation of individual mobility over geographic areas and the incidence of COVID-19 in Spain during the first lockdown.https://www.jstatsoft.org/index.php/jss/article/view/4097spatial seemingly unrelated regression modelslagrange multipliers testmaximum likelihoodinstrumental variablespanel datar package |
| spellingShingle | Román Mínguez Fernando A. López Jesús Mur spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models Journal of Statistical Software spatial seemingly unrelated regression models lagrange multipliers test maximum likelihood instrumental variables panel data r package |
| title | spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models |
| title_full | spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models |
| title_fullStr | spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models |
| title_full_unstemmed | spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models |
| title_short | spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models |
| title_sort | spsur an r package for dealing with spatial seemingly unrelated regression models |
| topic | spatial seemingly unrelated regression models lagrange multipliers test maximum likelihood instrumental variables panel data r package |
| url | https://www.jstatsoft.org/index.php/jss/article/view/4097 |
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