Package: spatialprobit 1.0.4

spatialprobit: Spatial Probit Models

A collection of methods for the Bayesian estimation of Spatial Probit, Spatial Ordered Probit and Spatial Tobit Models. Original implementations from the works of 'LeSage and Pace' (2009, ISBN: 1420064258) were ported and adjusted for R, as described in 'Wilhelm and de Matos' (2013) <doi:10.32614/RJ-2013-013>.

Authors:Stefan Wilhelm [aut, cre], Miguel Godinho de Matos [aut]

spatialprobit_1.0.4.tar.gz
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spatialprobit.pdf |spatialprobit.html✨
spatialprobit/json (API)
NEWS

# Install 'spatialprobit' in R:
install.packages('spatialprobit', repos = c('https://stefanwilhelm.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/stefanwilhelm/spatialprobit/issues

Datasets:
  • A1 - Coleman, Katz, Menzel "Innovation among Physicians" dataset
  • A2 - Coleman, Katz, Menzel "Innovation among Physicians" dataset
  • A3 - Coleman, Katz, Menzel "Innovation among Physicians" dataset
  • CKM - Coleman, Katz, Menzel "Innovation among Physicians" dataset
  • Katrina - New Orleans business recovery in the aftermath of Hurricane Katrina
  • Katrina.raw - New Orleans business recovery in the aftermath of Hurricane Katrina
  • W1 - Coleman, Katz, Menzel "Innovation among Physicians" dataset
  • W2 - Coleman, Katz, Menzel "Innovation among Physicians" dataset
  • W3 - Coleman, Katz, Menzel "Innovation among Physicians" dataset

On CRAN:

3.71 score 2 stars 64 scripts 406 downloads 1 mentions 39 exports 33 dependencies

Last updated 10 months agofrom:45913742b0. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 06 2024
R-4.5-winOKNov 06 2024
R-4.5-linuxOKNov 06 2024
R-4.4-winOKNov 06 2024
R-4.4-macOKNov 06 2024
R-4.3-winOKNov 06 2024
R-4.3-macOKNov 06 2024

Exports:c.sarprobitcoef.sarprobitcoef.sartobitcoef.semprobitcoefficients.sarprobitcoefficients.sartobitcoefficients.semprobitfitted.sarorderedprobitfitted.sarprobitfitted.sartobitfitted.semprobitimpacts.sarprobitimpacts.sartobitkNearestNeighborsLeSagePaceExperimentlndetChebyshevlndetfulllogLik.sarprobitlogLik.semprobitmarginal.effectsmarginal.effects.sarprobitmarginal.effects.sartobitplot.sarprobitplot.sartobitplot.semprobitsar_eigssar_lndetsar_ordered_probit_mcmcsar_probit_mcmcsar_tobit_mcmcsarorderedprobitsarprobitsartobitsem_probit_mcmcsemprobitsummary.sarorderedprobitsummary.sarprobitsummary.sartobitsummary.semprobit

Dependencies:bootclassclassIntcodacodetoolsDBIdeldire1071gmmKernSmoothlatticeLearnBayesmagrittrMASSMatrixmultcompmvtnormnlmeproxyRcpps2sandwichsfspspatialregspDataspdepsurvivalTH.datatmvtnormunitswkzoo

Readme and manuals

Help Manual

Help pageTopics
Combine different SAR probit estimates into onec.sarprobit
Coleman, Katz, Menzel "Innovation among Physicians" datasetA1 A2 A3 CKM W1 W2 W3
Extract Model Coefficientscoef.sarprobit coef.sartobit coef.semprobit coefficients.sarprobit coefficients.sartobit coefficients.semprobit
Fitted values of spatial probit/Tobit modelsfitted.sarorderedprobit fitted.sarprobit fitted.sartobit fitted.semprobit
New Orleans business recovery in the aftermath of Hurricane KatrinaKatrina Katrina.raw
Build Spatial Weight Matrix from k Nearest NeighborskNearestNeighbors
Replicate the LeSage and Pace (2009), section 10.1.5 experimentLeSagePaceExperiment
Log Likelihood for spatial probit models (SAR probit, SEM probit)logLik.sarprobit logLik.semprobit
Marginal effects for spatial probit and Tobit models (SAR probit, SAR Tobit)impacts.sarprobit impacts.sartobit marginal.effects marginal.effects.sarprobit marginal.effects.sartobit
Plot Diagnostics for 'sarprobit', 'semprobit' or 'sartobit' objectsplot.sarprobit plot.sartobit plot.semprobit
compute the eigenvalues for the spatial weight matrix Wsar_eigs
Approximation of the log determinant ln|I_n - rho*W| of a spatial weight matrixlndetChebyshev lndetfull sar_lndet
Bayesian estimation of the SAR ordered probit modelsarorderedprobit sar_ordered_probit_mcmc
Bayesian estimation of the SAR probit modelsarprobit sar_probit_mcmc
Bayesian estimation of the SAR Tobit modelsartobit sar_tobit_mcmc
Bayesian estimation of the SEM probit modelsemprobit sem_probit_mcmc
Print the results of the spatial probit/Tobit estimation via MCMCsummary.sarorderedprobit summary.sarprobit summary.sartobit summary.semprobit