library(Matrix) library(matrixcalc) library(maxLik) library(mvtnorm) library(qrng) library(spatialreg) library(spdep) library(numDeriv) library(abind) data(oldcol, package="spdep") listw <- spdep::nb2listw(COL.nb, style="W") COL.OLD$y<-as.numeric(COL.OLD$CRIME>35) equation <- y~HOVAL+INC xlag <- y~PLUMB set.seed(857489) mod1 <- pmlsbp (equation, COL.OLD, W=listw, model = 'SAR',print.level = 2,grouping=7) summary(mod1) head(predict(mod1), digits=3) mfx<-predict(mod1, 'margins') head(mfx$Direct) head(mfx$Indirect) head(mfx$Total) ape(mod1) mod1a <- pmlsbp (equation, COL.OLD, W=listw, model = 'SAR', mvtnorm_control=list(M=1e3, sim_type="qmc" , tol = .Machine$double.eps, fast = FALSE), print.level = 2,grouping=7) summary(mod1a) mod1b <- pmlsbp (equation, COL.OLD, W=listw, model = 'SAR',formula_xlag = xlag, print.level = 2,grouping=7) summary(mod1b) mod2 <- pmlsbp (equation, COL.OLD, W=listw,M=listw, model = 'SARAR',print.level = 2, mvtnorm_control=list(M=1e3, sim_type="qmc" , tol = .Machine$double.eps, fast = FALSE), grouping=7,method='bhhh') summary(mod2) xlag <- y~PLUMB mod2a <- pmlsbp (equation, COL.OLD, W=listw,M=listw, model = 'SAR',print.level = 2, formula_xlag = xlag, iterlim=500, mvtnorm_control=list(M=1e3, sim_type="mc" , tol = .Machine$double.eps, fast = FALSE), grouping=7,method='bhhh') summary(mod2a) ape(mod2a)