A collection of functions to test and estimate Seemingly Unrelated Regression (usually called SUR) models, with spatial structure, by maximum likelihood and three-stage least squares. The package estimates the most common spatial specifications, that is, SUR with Spatial Lag of X regressors (called SUR-SLX), SUR with Spatial Lag Model (called SUR-SLM), SUR with Spatial Error Model (called SUR-SEM), SUR with Spatial Durbin Model (called SUR-SDM), SUR with Spatial Durbin Error Model (called SUR-SDEM), SUR with Spatial Autoregressive terms and Spatial Autoregressive Disturbances (called SUR-SARAR) and SUR with Spatially Independent Model (called SUR-SIM). The methodology of these models can be found in next references Mur, J., Lopez, F., and Herrera, M. (2010) <doi:10.1080/17421772.2010.516443> Lopez, F.A., Mur, J., and Angulo, A. (2014) <doi:10.1007/s00168-014-0624-2>.
| Version: | 1.0.0.3 |
| Depends: | R (≥ 3.4.0) |
| Imports: | Formula (≥ 1.2.3), MASS (≥ 7.3.50), Matrix (≥ 1.2.14), methods (≥ 3.5.0), numDeriv (≥ 2016.8.1), minqa (≥ 1.2.4), sparseMVN (≥ 0.2.1.1), spdep (≥ 0.7.9), stats (≥ 3.5.0) |
| Suggests: | bookdown, knitr, rmarkdown, Rdpack |
| Published: | 2019-03-23 |
| Author: | Ana Angulo [aut], Fernando A Lopez [aut], Roman Minguez [aut, cre], Jesus Mur [aut] |
| Maintainer: | Roman Minguez <roman.minguez at uclm.es> |
| BugReports: | http://github.com/rominsal/spsur/issues |
| License: | GPL-3 |
| URL: | http://github.com/rominsal/spsur |
| NeedsCompilation: | no |
| CRAN checks: | spsur results |
| Reference manual: | spsur.pdf |
| Vignettes: |
spsur: an R package for spatial seemingly unrelated regressions |
| Package source: | spsur_1.0.0.3.tar.gz |
| Windows binaries: | r-devel: spsur_1.0.0.3.zip, r-release: spsur_1.0.0.3.zip, r-oldrel: not available |
| OS X binaries: | r-release: spsur_1.0.0.3.tgz, r-oldrel: not available |
| Old sources: | spsur archive |
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