impactsSDPDm function

Impacts for 'SDPDm' objects

Impacts for 'SDPDm' objects

Direct and indirect effects estimates

impactsSDPDm(res, NSIM = 200, sd = 12345)

Arguments

  • res: an object of class 'SDPDm'
  • NSIM: number of simulations to be performed, default = 200
  • sd: starting seed, default = 12345

Returns

An object of class 'impactsSDPDm'

Details

For spatial dynamic panel data model:

yt=τyt1+ρWyt+ηWyt1+Xtβ+WXtθ+α+μ+ut y_{t} = \tau y_{t-1} + \rho W y_{t} + \eta W y_{t-1} + X_{t} \beta + W X_{t} \theta + \alpha + \mu + u_{t}

Short term effects for kth explanatory variable:

(IρW)1(βkIn+θkW) (I - \rho W)^{-1}(\beta_{k} I_{n} + \theta_{k} W)

Long term effects for kth explanatory variable:

((1τ)In(ρ+η)W)1(βkIn+θkW) ((1-\tau)I_{n} - (\rho+\eta)W)^{-1}(\beta_{k} I_{n} + \theta_{k} W)

The direct effect is the average of the diagonal elements, and the indirect effect is the average of the row sums of the non-diagonal elements of the matrix.

See Also

SDPDm

Author(s)

Rozeta Simonovska

  • Maintainer: Rozeta Simonovska
  • License: GPL (>= 3)
  • Last published: 2025-04-11

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