CDatanet-package {CDatanet}

The CDatanet package

Description

The CDatanet package implements the count data model with social interactions and the dyadic linking model developed in Houndetoungan (2022). It also simulates data from the count data model and implements the Spatial Autoregressive Tobit model (LeSage, 2000; Xu and Lee, 2015) for left censored data and the Spatial Autoregressive Model (Lee, 2004). Network formation models, such as that studied by Yan et al. (2019), are also implemented. To make the computations faster CDatanet uses C++ through the Rcpp package (Eddelbuettel et al., 2011).

Author(s)

Maintainer: Aristide Houndetoungan [e-mail]

References

Eddelbuettel, D., & Francois, R. (2011). Rcpp: Seamless R and C++ integration. Journal of Statistical Software, 40(8), 1-18, doi:10.18637/jss.v040.i08.

Houndetoungan, E. A. (2022). Count Data Models with Social Interactions under Rational Expectations. Available at SSRN 3721250, doi:10.2139/ssrn.3721250.

Lee, L. F. (2004). Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models. Econometrica, 72(6), 1899-1925, doi:10.1111/j.1468-0262.2004.00558.x.

Xu, X., & Lee, L. F. (2015). Maximum likelihood estimation of a spatial autoregressive Tobit model. Journal of Econometrics, 188(1), 264-280, doi:10.1016/j.jeconom.2015.05.004.

Yan, T., Jiang, B., Fienberg, S. E., & Leng, C. (2019). Statistical inference in a directed network model with covariates. Journal of the American Statistical Association, 114(526), 857-868, doi:10.1080/01621459.2018.1448829.

See Also

Useful links:

• https://github.com/ahoundetoungan/CDatanet

• Report bugs at https://github.com/ahoundetoungan/CDatanet/issues