Chores

Chores in spatial lags code.

Author: javierbarbero

paneldata/util/simpacts.m

@@ -29,6 +29,11 @@
     if est.slagy ~= 1
         error("Model does not have spatial lag of dependent variable.")
     end
+    
+    % Error if additional spatial lags of X variables
+    if ~isempty(est.slagX)
+        error("Not yet implemented when additional spatial lags of X are included in the model.")
+    end
 
     % Get W matrix
     if est.isPanel
@@ -64,21 +69,21 @@
     hessi = est.varcoef;
     hessi = circshift(hessi,[1,1]); % Put spatial lag in first place
 
-    D_d = zeros(k,1);
-    D_i = zeros(k,1);
-    D_t = zeros(k,1);
+    seADI = zeros(k,1);
+    seAII = zeros(k,1);
+    seATI = zeros(k,1);
 
     ind = 1;
     for jj = 1:k
-        D_d(jj) = full(sqrt([SSSi*coefs_beta(jj)/N, SSi/N]*(N*hessi([1,jj+ind],[1,jj+ind]))*[SSSi*coefs_beta(jj)/N, SSi/N]'/N));
-        D_t(jj) = full(sqrt([KKi*coefs_beta(jj)/N, Ki/N]*(N*hessi([1,jj+ind],[1,jj+ind]))*[KKi*coefs_beta(jj)/N, Ki/N]'/N));
-        D_i(jj) = full(sqrt(([KKi*coefs_beta(jj)/N, Ki/N]-[SSSi*coefs_beta(jj)/N, SSi/N])*(N*hessi([1,jj+ind],[1,jj+ind]))*([KKi*coefs_beta(jj)/N, Ki/N]-[SSSi*coefs_beta(jj)/N, SSi/N])'/N));
+        seADI(jj) = full(sqrt([SSSi*coefs_beta(jj)/N, SSi/N]*(N*hessi([1,jj+ind],[1,jj+ind]))*[SSSi*coefs_beta(jj)/N, SSi/N]'/N));
+        seATI(jj) = full(sqrt([KKi*coefs_beta(jj)/N, Ki/N]*(N*hessi([1,jj+ind],[1,jj+ind]))*[KKi*coefs_beta(jj)/N, Ki/N]'/N));
+        seAII(jj) = full(sqrt(([KKi*coefs_beta(jj)/N, Ki/N]-[SSSi*coefs_beta(jj)/N, SSi/N])*(N*hessi([1,jj+ind],[1,jj+ind]))*([KKi*coefs_beta(jj)/N, Ki/N]-[SSSi*coefs_beta(jj)/N, SSi/N])'/N));
     end
 
     % p-value
-    pADI = (1 - normaldist(abs(ADI ./ D_d)))' * 2;
-    pAII = (1 - normaldist(abs(AII ./ D_i)))' * 2;
-    pATI = (1 - normaldist(abs(ATI ./ D_t)))' * 2;
+    pADI = (1 - normaldist(abs(ADI ./ seADI)))' * 2;
+    pAII = (1 - normaldist(abs(AII ./ seAII)))' * 2;
+    pATI = (1 - normaldist(abs(ATI ./ seATI)))' * 2;
 
     % Return structure with results
     simps.xnames = xnames;
@@ -88,9 +93,9 @@
     simps.AII = AII;
     simps.ATI = ATI;
 
-    simps.seADI = D_d;
-    simps.seAII = D_i;
-    simps.seATI = D_t;
+    simps.seADI = seADI;
+    simps.seAII = seAII;
+    simps.seATI = seATI;
 
     simps.pADI = pADI';
     simps.pAII = pAII';

paneldata/util/simpactsdisp.m

@@ -38,7 +38,7 @@ function simpactsdisp( estsimpacts )
     % Print table
     fprintf('\n');
     fprintf('-------------------------------------------\n');
-    fprintf('%12s%8s%10s%10s \n','Variable','ADI','AII','ATI');
+    fprintf('%12s%10s%10s%10s \n','Variable','Direct','Indirect','Total');
     fprintf('-------------------------------------------\n');
     for jj = 1:k
         fprintf('%12s%10.6f%10.6f%10.6f \n',string(xnames(jj)),ADI(jj),AII(jj),ATI(jj));

unittests/ut_SPANEL.R

@@ -75,8 +75,8 @@ summary(feSARAR)
 reSAR <- spgm(fm, data=data, listw=lw, lag=TRUE, spatial.error=FALSE, model="random", method="g2sls")
 summary(reSAR)
 
-impreSAR <- impacts(reSAR, listw = bigW, zstats = TRUE, time = 17)
-summary(impreSAR, zstats = TRUE)
+impreSAR <- impacts(reSAR, listw = bigW, zstats = TRUE, time = 17, R = 200)
+summary(impreSAR, zstats = TRUE, short = TRUE)
 
 # RE SAR Endog
 reSARen <- spgm(fme, data=data, listw=lw, lag=TRUE, spatial.error=FALSE, model="random", method="g2sls", endog= ~log(pcap), instruments= ~log(hwy) + log(water))

unittests/ut_SPANEL.m

@@ -53,10 +53,17 @@
 assert(all(abs(feSAR.stderr - [0.02666502; 0.02509769; 0.03077822; 0.00090997; 0.02617774]) <= tolCoef),'Standard errors')
 
 simpfeSAR = simpacts(feSAR);
-assert(all(abs(simpfeSAR.ADI - [-0.040778101; 0.221057046; 0.674485934; -0.004771802]) <= tolCoef),'ATI')
+assert(all(abs(simpfeSAR.ADI - [-0.040778101; 0.221057046; 0.674485934; -0.004771802]) <= tolCoef),'ADI')
 assert(all(abs(simpfeSAR.AII - [-0.009208631; 0.049919753; 0.152314399; -0.001077582]) <= tolCoef),'AII')
 assert(all(abs(simpfeSAR.ATI - [-0.049986732; 0.270976799; 0.826800333; -0.005849384]) <= tolCoef),'ATI')
 
+% standard errors different from R as R use simulation method. Tested
+% against MATLAB implementation
+assert(all(abs(simpfeSAR.seADI - [0.026918; 0.025105; 0.030323; 0.000917]) <= tolCoef),'seADI')
+assert(all(abs(simpfeSAR.seAII - [0.006369; 0.007918; 0.022793; 0.000261]) <= tolCoef),'seAII')
+assert(all(abs(simpfeSAR.seATI - [0.033145; 0.028716; 0.035545; 0.001125]) <= tolCoef),'seATI')
+
+
 % FE SAR Endog
 feSARen = spanel(id,year,y,X,W,'fe','endog',1,'inst',Z);
 
@@ -98,7 +105,7 @@
 assert(all(abs(reSAR.stderr - [0.02475292; 0.02117623; 0.02677249; 0.00090826; 0.01508851; 0.16545521]) <= tolCoef),'Standard errors')
 
 simpreSAR = simpacts(reSAR);
-assert(all(abs(simpreSAR.ADI - [0.020988834; 0.290123078; 0.710375425; -0.006412478]) <= tolCoef),'ATI')
+assert(all(abs(simpreSAR.ADI - [0.020988834; 0.290123078; 0.710375425; -0.006412478]) <= tolCoef),'ADI')
 assert(all(abs(simpreSAR.AII - [0.0008605104; 0.0118946067; 0.0291243161; -0.0002629019]) <= tolCoef),'AII')
 assert(all(abs(simpreSAR.ATI - [0.021849344; 0.302017685; 0.739499741; -0.006675379]) <= tolCoef),'ATI')