二元空间模型的GMM估计

IF 5.4 2区计算机科学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Journal of Statistical Software Pub Date : 2023-01-01 DOI:10.18637/jss.v107.i08

Gianfranco Piras, Mauricio Sarrias

{"title":"二元空间模型的GMM估计","authors":"Gianfranco Piras, Mauricio Sarrias","doi":"10.18637/jss.v107.i08","DOIUrl":null,"url":null,"abstract":"Despite the huge availability of software to estimate cross-sectional spatial models, there are only few functions to estimate models dealing with spatial limited dependent variable. This paper fills this gap introducing the new R package spldv. The package is based on generalized methods of moment (GMM) estimators and includes a series of one- and two-step estimators based on different choices of the weighting matrix for the moments conditions in the first step, and different estimators for the variance-covariance matrix of the estimated coefficients. An important feature of spldv is that users can estimate the spatial Durbin model and compute the direct, indirect, and total effects in a friendly and flexible way.","PeriodicalId":17237,"journal":{"name":"Journal of Statistical Software","volume":null,"pages":null},"PeriodicalIF":5.4000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"GMM Estimators for Binary Spatial Models in <i>R</i>\",\"authors\":\"Gianfranco Piras, Mauricio Sarrias\",\"doi\":\"10.18637/jss.v107.i08\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Despite the huge availability of software to estimate cross-sectional spatial models, there are only few functions to estimate models dealing with spatial limited dependent variable. This paper fills this gap introducing the new R package spldv. The package is based on generalized methods of moment (GMM) estimators and includes a series of one- and two-step estimators based on different choices of the weighting matrix for the moments conditions in the first step, and different estimators for the variance-covariance matrix of the estimated coefficients. An important feature of spldv is that users can estimate the spatial Durbin model and compute the direct, indirect, and total effects in a friendly and flexible way.\",\"PeriodicalId\":17237,\"journal\":{\"name\":\"Journal of Statistical Software\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":5.4000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Software\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.18637/jss.v107.i08\",\"RegionNum\":2,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Software","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.18637/jss.v107.i08","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}

引用次数: 0

摘要

尽管有大量可用的软件来估计横截面空间模型，但只有很少的函数来估计处理空间有限因变量的模型。本文介绍了新的R包spldv，填补了这一空白。该软件包基于广义矩估计方法，包括一系列基于第一步矩条件加权矩阵选择的一步和两步估计器，以及估计系数的方差-协方差矩阵的不同估计器。spldv的一个重要特点是用户可以友好灵活地估计空间Durbin模型，计算直接、间接和总效应。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

GMM Estimators for Binary Spatial Models in R

Despite the huge availability of software to estimate cross-sectional spatial models, there are only few functions to estimate models dealing with spatial limited dependent variable. This paper fills this gap introducing the new R package spldv. The package is based on generalized methods of moment (GMM) estimators and includes a series of one- and two-step estimators based on different choices of the weighting matrix for the moments conditions in the first step, and different estimators for the variance-covariance matrix of the estimated coefficients. An important feature of spldv is that users can estimate the spatial Durbin model and compute the direct, indirect, and total effects in a friendly and flexible way.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Journal of Statistical Software 工程技术-计算机：跨学科应用

CiteScore

10.70

自引率

1.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.