FAQ
Good evening,

I'm trying to use "impacts" from package spdep, to get the impacts of unit changes in the independent variables, based on a fitted "lagsarlm" model. However, I'm running into two problems:

First, when I call "impacts", I get an error message that my weights are not row-standardised, when in fact they are. I can deal with this problem by coercing obj$listw_style to "W", but I'm wondering why this is happening at all.

Second, when I try to run simulations to generate estimates of the uncertainties for the estimates of the impacts, "impacts" seems not to acknowledge "R", and simply returns the estimates without any uncertainty. Can anyone tell me what I'm doing wrong (i.e., how I can get a series of simulations instead)?

The code I'm using is below.

Many thanks in advance for any assistance.

- Malcolm

oxw <- oxw/apply(oxw, 1, sum) # this is the weights matrix
table(apply(oxw, 1, sum)==1, useNA="always") # confirming rows sum to 1
TRUE <NA>
48 0
oxw.listw <- mat2listw(as.matrix(oxw)) # seems OK
lagmod <- lagsarlm(ben95 ~ rskpovpc +wage95 + instcoad + ipcfold + teitrend + match, data=ox, listw=oxw.listw, method="eigen", tol.solve=1.0e-11) # seems OK
impacts(lagmod, listw=oxw.listw)
Error in impacts.sarlm(lagmod, listw = oxw.listw) :
Only row-standardised weights supported
lagmod$listw_style <- "W" # coercing to a different "style"
impacts(lagmod, listw=oxw.listw) # results make sense
Impact measures (lag, exact):
Direct Indirect Total
rskpovpc 3.953047 3.81574967 7.76879705
wage95 -0.027922 -0.02695221 -0.05487421
instcoad 1.566704 1.51228867 3.07899227
ipcfold 487.134198 470.21499459 957.34919259
teitrend 2.654201 2.56201450 5.21621501
match -5.894235 -5.68951544 -11.58375015
impacts(lagmod, R0, listw=oxw.listw) # doesn't run sims...
Impact measures (lag, exact):
Direct Indirect Total
rskpovpc 3.953047 3.81574967 7.76879705
wage95 -0.027922 -0.02695221 -0.05487421
instcoad 1.566704 1.51228867 3.07899227
ipcfold 487.134198 470.21499459 957.34919259
teitrend 2.654201 2.56201450 5.21621501
match -5.894235 -5.68951544 -11.58375015

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