Package: SDPDmod 0.0.8

Image

Rozeta Simonovska

SDPDmod: Spatial Dynamic Panel Data Modeling

Spatial model calculation for static and dynamic panel data models, weights matrix creation and Bayesian model comparison. Bayesian model comparison methods were described by 'LeSage' (2014) <doi:10.1016/j.spasta.2014.02.002>. The 'Lee'-'Yu' transformation approach is described in 'Yu', 'De Jong' and 'Lee' (2008) <doi:10.1016/j.jeconom.2008.08.002>, 'Lee' and 'Yu' (2010) <doi:10.1016/j.jeconom.2009.08.001> and 'Lee' and 'Yu' (2010) <doi:10.1017/S0266466609100099>.

Authors:Rozeta Simonovska [aut, cre]

SDPDmod_0.0.8.tar.gz
SDPDmod_0.0.8.zip(r-4.7-any)SDPDmod_0.0.8.zip(r-4.6-any)
SDPDmod_0.0.8.tar.gz(r-4.7-any)SDPDmod_0.0.8.tar.gz(r-4.6-any)
SDPDmod_0.0.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
SDPDmod/json (API)

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

Bug tracker:https://github.com/rozetasimonovska/sdpdmod/issues

Datasets:
  • gN3dist - Distance between the centroids of NUTS3 regions in Germany
  • usa46 - Spatial weights matrix of 46 USA states

On CRAN:

Conda:

3.13 score 34 scripts 339 downloads 13 exports 35 dependencies

Last updated from:f5d923aa1a. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-develOK164
source / vignettesOK271
linux-releaseOK203
windows-develOK133
windows-releaseOK121
wasm-releaseOK166

Exports:blmpSDPDDDistMatDistWMateignorExpDistMatimpactsSDPDmInvDistMatisrownormNearestNmOrdNbrrownorSDPDmSharedBMat

Dependencies:bdsmatrixbootclassclassIntcollapseDBIdeldirdigeste1071FormulagenericsKernSmoothlatticelmtestMASSMatrixmaxLikmiscToolsnlmeplmproxyrbibutilsRcppRcppEigenRdpackRSpectras2sandwichsfspspDataspdepunitswkzoo

Spatial dynamic panel data modeling
Introduction | Data | Bayesian posterior probabilities | Static panel model with spatial fixed effects | Static panel model with time fixed effects | Static panel model with both spatial and time fixed effects for 4 models (SAR, SDM, SEM, SDEM) | Dynamic panel model with both spatial and time fixed effects with uniform prior | Dynamic panel model with both spatial fixed effects with beta prior, where the lagged dependent variable is included in the data | Spatial (dynamic) panel data modeling | Static spatial lag model with spatial fixed effects | Dynamic spatial lag model with spatial fixed effects | Dynamic spatial model with spatial fixed effects (with Lee-Yu transformation) | Dynamic spatial Durbin model with spatial and time fixed effects (with Lee-Yu transformation) | Calculating impacts. | References

Last update: 2025-11-17
Started: 2022-12-12

Spatial matrices
Introduction | Data | Types of spatial weights matrices | Contiguity based | Spatial Contiguity Weights Matrix | Higher Order Contiguity | Shared Boundary Spatial Weights Matrix | Based on distance | k-Nearest Neighbor | Inverse Distance | Exponential Distance | Double-Power Distance | Normalization | Row normalization | Scalar normalization

Last update: 2023-04-13
Started: 2022-12-12

  • Image