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
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。
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
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
40
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.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信