Geographic Information Systems Asked by letsplayhorse on July 24, 2021
a bit new to working with panel data models. i’m estimating the following model for crime rate:
tot_crime <- log_rt_crime ~ ndvi + log_disad_inde + log_density
where ndvi is a time-variant continuous variable, and log_disad_inde and log_density are time-invariant continuous variables. in brief, here is the data structure:
geoid log_density log_disad_inde time ndvi log_rt_crime
170310101001 0.6633400 0.9688232 1 0.21318862 2.213387
170310101001 0.6633400 0.9688232 2 0.46648943 1.961499
170310101001 0.6633400 0.9688232 3 0.39554212 2.725013
170310101001 0.6633400 0.9688232 4 0.14324121 2.414422
170310101002 0.8935242 1.1857459 1 0.13986452 3.758296
170310101002 0.8935242 1.1857459 2 0.26278001 3.559268
170310101002 0.8935242 1.1857459 3 0.20211675 3.646066
170310101002 0.8935242 1.1857459 4 0.09324110 3.390321
when i estimate the individual fixed effects within estimator without spatial effects:
summary(FEwithin_nosp_crime <- plm(tot_crime, data = final_long_panel, model = "within", effect = "individual"))
,
R understandably only estimates my time-variant variable, ndvi, and drops log_density and log_disad_inde. however, when i account for spatial dependency,
summary(FEwithin_SAR_crime <- spml(tot_crime, data = final_long_panel, listw = queen, lag = TRUE, model = "within", effect = "individual", spatial.error="none"))
,
i do get estimates for my time-invariant variables. why is this the case? cheers.
Note: above model is the spatial lag model; i also am getting estimates for time-invariant variables when i estimate the spatial error model and other spatial panel specifications.
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