Spatial Probit Models
Bayesian Estimation of Spatial Probit and Tobit Models.
News
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
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