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$Total) # ape(mod1) # # mod2 <- pmlsbp (equation, COL.OLD, W=listw, model = 'SAR', # mvtnorm_control=list(M=1e3, sim_type="qmc" , tol = .Machine$double.eps, fast = FALSE), # print.level = 2,grouping=7) # summary(mod2) # # # data("eurostat") # set.seed(12345) # # eurostat$bin.emp <- ifelse(eurostat$employment >= 70, 1, 0) # eurostat$gdp.std <- as.numeric(scale(eurostat$gdp)) # # mod3 <- pmlsbp(bin.emp ~ 0 + gdp.std + isced_02+isced_34+isced_58 , # eurostat, # W=eurostat.nb, # zero.policy=T, M=eurostat.nb, # grouping=2, model='SARAR') # summary(mod3) # ape(mod3) # # # eqn<- bin.emp ~ 0 + gdp.std + isced_02+isced_34+isced_58 # mod4 <- pmlsbp(eqn , # eurostat, # W=eurostat.nb, # mvtnorm_control=list(M=1e3, sim_type="qmc" , tol = .Machine$double.eps, fast = FALSE), # zero.policy=T, W2=eurostat.nb,formula_xlag =bin.emp ~ 0 + gdp.std + isced_02+isced_34 , # grouping=6, model='SAR') # summary(mod4) # ape(mod4) # head(predict(mod4, 'prob'))