[R] How to calculate the average direct effect, average total effect and average indirect effect for spatial regression models with spatial lag of dependent variable

wenyueyang yangwenyue900780 at 163.com
Thu Jul 23 17:35:21 CEST 2015


Hi,

I am using four spatial regression models (SAR, SEM, SAC and SDM) to
evaluate the spillover effect of some factors. LeSage and Pace (2009)
pointed out that when the spatial lag of the dependent variable is included
in the model, parameter estimates lose their conventional interpretation as
marginal effects, because the spatial lag gives rise to a series of feedback
loops and spillover effects across regions. Therefore, I need to calculate
the three different marginal effects: average direct effect, average total
effect and average indirect (spillover) effect, and this is what I don't
know how to perform in R.
Can you teach me about how to calculate the average direct effect, average
total effect and average indirect (spillover) effect for the spatial
regression models in R and tell me the related R code? 
I would like to express my great appreciation to you!

Thank you very much and best regards.

Yours sincerely,
Wenyue Yang



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