2022
DOI: 10.18637/jss.v104.i11
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spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models

Abstract: Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spatial structures in the residual of a SUR model; to estimate the most popular specifications by applying different methods and test for linear restrictions on the parameters. The package also facilitates the estimation … Show more

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Cited by 4 publications
(3 citation statements)
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“…The estimation functions from spdep have been moved to the package spatialreg [6]. Other spatial econometric methods for cross-sectional data have been implemented in other packages: sphet [31] for estimating and testing spatial models with heteroskedastic innovations, spfilteR [20] for filtering out spatial dependence in linear models, spgwr [5] for estimating geographycally weighted regression models, and spsur [28] for estimating seemingly unrelated regression equations. Moreover, other R packages for spatial econometric analysis have been developed following several theoretical contributions to the literature on estimating static and dynamic spatial panel data models [see 17, for a review].…”
Section: Computing Marginal Impact Functionsmentioning
confidence: 99%
“…The estimation functions from spdep have been moved to the package spatialreg [6]. Other spatial econometric methods for cross-sectional data have been implemented in other packages: sphet [31] for estimating and testing spatial models with heteroskedastic innovations, spfilteR [20] for filtering out spatial dependence in linear models, spgwr [5] for estimating geographycally weighted regression models, and spsur [28] for estimating seemingly unrelated regression equations. Moreover, other R packages for spatial econometric analysis have been developed following several theoretical contributions to the literature on estimating static and dynamic spatial panel data models [see 17, for a review].…”
Section: Computing Marginal Impact Functionsmentioning
confidence: 99%
“…16 To specify the SUR-SEM model, we constructed a spatial weighting matrix based on the queen criterion, which defines neighboring subdistricts based on common edges and vertices. The estimation is implemented with the spsur package in R (Mínguez et al, 2022) at subdistrict level, that is, all variables are collapsed by subdistrict and survey year.…”
Section: Appendix B: Robustness Checksmentioning
confidence: 99%
“…As is the case with cross-sectional data, it is possible to test the residuals of Model(1) for spatial autocorrelation, and several tests have been developed to test the null hypothesis of spatial independence (López, Mur, and Angulo 2014). When the null hypothesis is rejected, several alternative specifications have been proposed to include spatial effects(Anselin., 1988).…”
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confidence: 99%