Spatial Probit Models

Bayesian Estimation of Spatial Probit and Tobit Models.


User visible changes in spatialprobit package

changes in spatialprobit 0.9-11 (2015-09-12)

Fixed a bug in SEM probit which caused NAs

Added marginal effects estimation for spatial Tobit model (marginal.effects.sartobit())

Added fitted() method for sartobit, sarorderedprobit, sarprobit and semprobit

Fixed problems from CRAN check results:

changes in spatialprobit 0.9-10 (2014-04-28)

Fixed a bug with the SAR probit total effects (thanks to [email protected])

Added estimation of SAR ordered probit (sarorderedprobit())

changes in spatialprobit 0.9-9 (2013-06-03)

Added some checks on the input parameters in sarprobit(). Matrix W must not have non-zeros in the main diagonal.

changes in spatialprobit 0.9-8 (2013-03-01)

25% performance optimization in sarprobit()

Added logLik() function for sarprobit() and semprobit() fit

Removed dependency on akima package

changes in spatialprobit 0.9-7 (2013-02-15)

Bugfix in number of rho gridpoints (do_ldet() gives 2000 gridpoints instead of 2001).

changes in spatialprobit 0.9-6 (2013-02-15)

Added Bayesian estimation of the spatial error probit model (SEM probit; semprobit())

Added Bayesian estimation of the spatial autoregressive Tobit model (SAR Tobit; sartobit())

Added LeSagePaceExperiment() function for replication of tables in LeSage and Pace (2009), section 10.1.5

Added documentation for CKM data set (Coles, Katz, Mendelsohn)

Added Katrina data set used in LeSage et al. (2011)

Optimized calculation of tr(W^i) in tracesWi() with significant speed-up

Better integration with package spdep: use computation methods for log-determinants ln|I_n - rho W| from package spdep too

Optimized calculation of the average total effects using the QR-decomposition of S=(I_n - rho W)

Added impacts() function for printing the average total, average direct and average indirect effects

Use of deprecated {as.,is.,}real() functions replaced by {as.,is.,}double()

changes in spatialprobit 0.9-3 (2012-07-05)

data set CKM "Innovation among physicians" added (Coles, Katz, Mendelsohn)

added method marginal.effects()/marginal.effects.sarprobit() for computing average direct, indirect and total impacts.

changes in spatialprobit 0.9-2 (2012-05-21)

Export c.sarprobit() method for parallelization

Return value for method summary.sarprobit()

changes in spatialprobit 0.9-1 (2012-02-19)

first CRAN version

added method sarprobit() with formula / model.frame support

changes in spatialprobit 0.2 (2012-01-28)

Added c.sarprobit() method for parallelization

added showProgress=FALSE as default.

Added estimation of direct impacts (total impacts and indirect impacts still to do)

Removed dependency on package "pracma"

changes in spatialprobit 0.1 (2012-01-17)

Bayesian estimation of the SAR probit model

Reference manual

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0.9-11 by Stefan Wilhelm, 6 years ago

Browse source code at

Authors: Stefan Wilhelm <[email protected]> and Miguel Godinho de Matos <[email protected]>

Documentation:   PDF Manual  

Task views: Econometrics, Analysis of Spatial Data

GPL (>= 2) license

Imports stats

Depends on Matrix, spdep, mvtnorm, tmvtnorm

Suggests RUnit, testthat

See at CRAN