[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

[Linus Holtermann]

Hello,

the command "impacts" in the spdep-packeage should help you.


Mit freundlichen Grüßen


Linus Holtermann
Hamburgisches WeltWirtschaftsInstitut gemeinnützige GmbH (HWWI)
Heimhuder Straße 71
20148 Hamburg
Tel +49-(0)40-340576-336
Fax+49-(0)40-340576-776
Internet: www.hwwi.org
Email: holtermann at hwwi.org
 
Amtsgericht Hamburg HRB 94303
Geschäftsführer: PD Dr. Christian Growitsch | Prof. Dr. Henning Vöpel
Prokura: Dipl. Kauffrau Alexis Malchin
Umsatzsteuer-ID: DE 241849425

-----Ursprüngliche Nachricht-----
Von: R-help [mailto:r-help-bounces at r-project.org] Im Auftrag von wenyueyang
Gesendet: Donnerstag, 23. Juli 2015 17:35
An: r-help at r-project.org
Betreff: [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

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



--
View this message in context: http://r.789695.n4.nabble.com/How-to-calculate-the-average-direct-effect-average-total-effect-and-average-indirect-effect-for-spate-tp4710253.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.