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), SUR-SARAR with Spatial Lag of X regressors (called SUR-GNM) 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: | 1.0.2.0 |
| Depends: | R (≥ 4.1), methods (≥ 4.1), stats (≥ 4.1) |
| Imports: | car (≥ 3.0-12), Formula (≥ 1.2-4), ggplot2 (≥ 3.3.5), gmodels (≥ 2.18.1), gridExtra (≥ 2.3), knitr (≥ 1.36), lmtest (≥ 0.9-39), MASS (≥ 7.3-54), Matrix (≥ 1.3-4), minqa (≥ 1.2.4), numDeriv (≥ 2016.8-1.1), rlang (≥ 0.4.12), Rdpack (≥ 2.1.2), rmarkdown (≥ 2.11), sparseMVN (≥ 0.2.2), spatialreg (≥ 1.2-1), spdep (≥ 1.1-12) |
| Suggests: | bookdown (≥ 0.24), dplyr (≥ 1.0.7), sf (≥ 1.0-3) |
| Published: | 2021-11-12 |
| Author: | Ana Angulo [aut], Fernando A Lopez [aut], Roman Minguez [aut, cre], Jesus Mur [aut] |
| Maintainer: | Roman Minguez <roman.minguez at uclm.es> |
| BugReports: | https://github.com/rominsal/spsur/issues |
| License: | GPL-3 |
| URL: | https://CRAN.R-project.org/package=spsur |
| NeedsCompilation: | no |
| Citation: | spsur citation info |
| In views: | Econometrics, Spatial |
| CRAN checks: | spsur results |
| Reference manual: | spsur.pdf |
| Vignettes: |
spsur user guide spsur vs spatialreg |
| Package source: | spsur_1.0.2.0.tar.gz |
| Windows binaries: | r-devel: spsur_1.0.2.0.zip, r-release: spsur_1.0.2.0.zip, r-oldrel: spsur_1.0.1.8.zip |
| macOS binaries: | r-release (arm64): spsur_1.0.2.0.tgz, r-release (x86_64): spsur_1.0.2.0.tgz, r-oldrel: spsur_1.0.1.8.tgz |
| Old sources: | spsur archive |
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