pspatreg

CRANpspatregMaRDI QIDQ73642FDOQ73642

Spatial and Spatio-Temporal Semiparametric Regression Models with Spatial Lags

Roman Minguez, Gonzalo Espana-Heredia, Roberto Basile, Maria Durban

Last update: 6 October 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.7, 1.0.9, 1.1.0, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.6, 1.1.1, 1.1.2

Description

Estimation and inference of spatial and spatio-temporal semiparametric models including spatial or spatio-temporal non-parametric trends, parametric and non-parametric covariates and, possibly, a spatial lag for the dependent variable and temporal correlation in the noise. The spatio-temporal trend can be decomposed in ANOVA way including main and interaction functional terms. Use of SAP algorithm to estimate the spatial or spatio-temporal trend and non-parametric covariates. The methodology of these models can be found in next references Basile, R. et al. (2014), <doi:10.1016/j.jedc.2014.06.011>; Rodriguez-Alvarez, M.X. et al. (2015) <doi:10.1007/s11222-014-9464-2> and, particularly referred to the focus of the package, Minguez, R., Basile, R. and Durban, M. (2020) <doi:10.1007/s10260-019-00492-8>.

Cites work

• Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities
• Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm
• An alternative semiparametric model for spatial panel data

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