AGPRIS (version 2.0)

bcml: BCML estimator

Description

This function estimates a space time linear model according to the specified formula. It implements the BCML (or BCLSDV) estimator as in Elhorst (2010) tools:::Rd_expr_doi("10.1016/j.regsciurbeco.2010.03.003").

Usage

bcml(
  dataset,
  yearStart,
  yearEnd,
  var.agg = "Cod_Provincia",
  eq,
  spatial = NULL,
  estimation = "analytical",
  corrBIAS = TRUE,
  WMAT = NULL
)

Value

A list with two objects. The first object is the estimates table. The second object is the log-likelihood evaluated at its maximum

Arguments

dataset

STFDF with the data

yearStart

First year considered in the estimation

yearEnd

Last Anno considered in the estimation

var.agg

Index of the spatial units

eq

Formula to be estimated. It excludes the spatial lag

spatial

Radius to define neighbors

estimation

Either 'analytical' or 'numerical'. If 'analytical' is specified the concentrated maximum likelihood is estimated and then the other parameters are obtained analytically. Otherwise, all parameters are obtained through numerical maximization of the log-likelihood function.

corrBIAS

Boolean. If TRUE, the bias correction is applied.

WMAT

The spatial weight matrix

Examples

# \donttest{
library(maxLik)
library(matrixcalc)

set.seed(123)
sd = sim_data_fe(dataset=regsamp,N=100,TT=8,
                 spatial = 80,Tau = -0.2,Rho = 0.4,
                 Beta = 2,sdDev = 2,startingT = 10,
                 LONGLAT = TRUE)
est_bcml = bcml(dataset = sd[[1]],yearStart = 3,yearEnd = 9,
                var.agg = 'Cod_Provincia',eq = Y~X1,
                  estimation = 'analytical',corrBIAS = TRUE,WMAT = sd[[2]])
est_bcml
# }