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spatialprobit (version 1.0.4)

Spatial Probit Models

Description

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) .

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Version

Install

install.packages('spatialprobit')

Monthly Downloads

334

Version

1.0.4

License

GPL (>= 2)

Maintainer

Stefan Wilhelm

Last Published

February 9th, 2024

Functions in spatialprobit (1.0.4)

sar_eigs

compute the eigenvalues for the spatial weight matrix W
sartobit

Bayesian estimation of the SAR Tobit model
sar_lndet

Approximation of the log determinant \(\ln{|I_n - \rho W|}\) of a spatial weight matrix
sarorderedprobit

Bayesian estimation of the SAR ordered probit model
semprobit

Bayesian estimation of the SEM probit model
summary

Print the results of the spatial probit/Tobit estimation via MCMC
sarprobit

Bayesian estimation of the SAR probit model
LeSagePaceExperiment

Replicate the LeSage and Pace (2009), section 10.1.5 experiment
CKM

Coleman, Katz, Menzel "Innovation among Physicians" dataset
coef.sarprobit

Extract Model Coefficients
marginal.effects

Marginal effects for spatial probit and Tobit models (SAR probit, SAR Tobit)
kNearestNeighbors

Build Spatial Weight Matrix from k Nearest Neighbors
c.sarprobit

Combine different SAR probit estimates into one
fitted

Fitted values of spatial probit/Tobit models
logLik

Log Likelihood for spatial probit models (SAR probit, SEM probit)
plot.sarprobit

Plot Diagnostics for sarprobit, semprobit or sartobit objects
Katrina

New Orleans business recovery in the aftermath of Hurricane Katrina