Giovanni Millo

Giovanni Millo

6 packages on CRAN

splm

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ML and GM estimation and diagnostic testing of econometric models for spatial panel data.

DescTools

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A collection of miscellaneous basic statistic functions and convenience wrappers for efficiently describing data. The author's intention was to create a toolbox, which facilitates the (notoriously time consuming) first descriptive tasks in data analysis, consisting of calculating descriptive statistics, drawing graphical summaries and reporting the results. The package contains furthermore functions to produce documents using MS Word (or PowerPoint) and functions to import data from Excel. Many of the included functions can be found scattered in other packages and other sources written partly by Titans of R. The reason for collecting them here, was primarily to have them consolidated in ONE instead of dozens of packages (which themselves might depend on other packages which are not needed at all), and to provide a common and consistent interface as far as function and arguments naming, NA handling, recycling rules etc. are concerned. Google style guides were used as naming rules (in absence of convincing alternatives). The 'camel style' was consequently applied to functions borrowed from contributed R packages as well.

lmtest

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A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furthermore, some generic tools for inference in parametric models are provided.

plm

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A set of estimators and tests for panel data econometrics, as described in Baltagi (2013) Econometric Analysis of Panel Data, ISBN-13:978-1-118-67232-7, Hsiao (2014) Analysis of Panel Data <doi:10.1017/CBO9781139839327> and Croissant and Millo (2018), Panel Data Econometrics with R, ISBN:978-1-118-94918-4.

spatialreg

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A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now in 'spdep', 'sphet' and 'spse'. These model fitting functions include maximum likelihood methods for cross-sectional models proposed by 'Cliff' and 'Ord' (1973, ISBN:0850860369) and (1981, ISBN:0850860814), fitting methods initially described by 'Ord' (1975) <doi:10.1080/01621459.1975.10480272>. The models are further described by 'Anselin' (1988) <doi:10.1007/978-94-015-7799-1>. Spatial two stage least squares and spatial general method of moment models initially proposed by 'Kelejian' and 'Prucha' (1998) <doi:10.1023/A:1007707430416> and (1999) <doi:10.1111/1468-2354.00027> are provided. Impact methods and MCMC fitting methods proposed by 'LeSage' and 'Pace' (2009) <doi:10.1201/9781420064254> are implemented for the family of cross-sectional spatial regression models. Methods for fitting the log determinant term in maximum likelihood and MCMC fitting are compared by 'Bivand et al.' (2013) <doi:10.1111/gean.12008>, and model fitting methods by 'Bivand' and 'Piras' (2015) <doi:10.18637/jss.v063.i18>; both of these articles include extensive lists of references. 'spatialreg' >= 1.1-* correspond to 'spdep' >= 1.1-1, in which the model fitting functions are deprecated and pass through to 'spatialreg', but will mask those in 'spatialreg'. From versions 1.2-*, the functions will be made defunct in 'spdep'.

spdep

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A collection of functions to create spatial weights matrix objects from polygon 'contiguities', from point patterns by distance and tessellations, for summarizing these objects, and for permitting their use in spatial data analysis, including regional aggregation by minimum spanning tree; a collection of tests for spatial 'autocorrelation', including global 'Morans I' and 'Gearys C' proposed by 'Cliff' and 'Ord' (1973, ISBN: 0850860369) and (1981, ISBN: 0850860814), 'Hubert/Mantel' general cross product statistic, Empirical Bayes estimates and 'Assun<c3><a7><c3><a3>o/Reis' (1999) <doi:10.1002/(SICI)1097-0258(19990830)18:16%3C2147::AID-SIM179%3E3.0.CO;2-I> Index, 'Getis/Ord' G ('Getis' and 'Ord' 1992) <doi:10.1111/j.1538-4632.1992.tb00261.x> and multicoloured join count statistics, 'APLE' ('Li 'et al.' ) <doi:10.1111/j.1538-4632.2007.00708.x>, local 'Moran's I' ('Anselin' 1995) <doi:10.1111/j.1538-4632.1995.tb00338.x> and 'Getis/Ord' G ('Ord' and 'Getis' 1995) <doi:10.1111/j.1538-4632.1995.tb00912.x>, 'saddlepoint' approximations ('Tiefelsdorf' 2002) <doi:10.1111/j.1538-4632.2002.tb01084.x> and exact tests for global and local 'Moran's I' ('Bivand et al.' 2009) <doi:10.1016/j.csda.2008.07.021> and 'LOSH' local indicators of spatial heteroscedasticity ('Ord' and 'Getis') <doi:10.1007/s00168-011-0492-y>. The implementation of most of the measures is described in 'Bivand' and 'Wong' (2018) <doi:10.1007/s11749-018-0599-x>. 'spdep' >= 1.1-1 corresponds to 'spatialreg' >= 1.1-1, in which the model fitting functions are deprecated and pass through to 'spatialreg', but will mask those in 'spatialreg'. From versions 1.2-1, the functions will be made defunct in 'spdep'. For now 'spatialreg' only has functions from 'spdep', where they are shown as deprecated. 'spatialreg' only loads the namespace of 'spdep'; if you attach 'spdep', the same functions in the other package will be masked. Some feed through adequately, others do not.