ProbitSpatial-class {ProbitSpatial}

Class of Spatial Probit Model.

Description

Class of Spatial Probit Model.

Slots

beta

numeric, the estimated parameters for the covariates.

rho

numeric, the estimated spatial autocorrelation parameter.

lambda

numeric, the estimated spatial error autocorrelation parameter.

coeff

numeric, all estimated parameters.

loglik

numeric, the likelihood associated to the estimated model.

formula

formula.

nobs

numeric, number of observations.

nvar

numeric, number of covariates.

y

numeric, vector of observed dependent variable.

X

matrix, matrix of covariates.

time

numeric, estimation time.

DGP

character, DGP of the model (SAR, SEM or SARAR).

method

character, estimation method ("conditional" or "full-lik").

varcov

character, indicates the matrix used in the algorithm ("varcov" or "precision").

W

SparseMatrix, the spatial weight matrix of y.

M

SparseMatrix, the spatial weight matrix of the disturbances.

iW_CL

numeric, the order of approximation used in the conditional method.

iW_FL

numeric, the order of approximation used inside the likelihood function for the full-lik method.

iW_FG

numeric, the order of approximation used inside the gradient functions for the full-lik method.

reltol

numeric, the relative convergence tolerance.

prune

numeric, the pruning for the gradient functions.

env

an environment containing information for use in later function calls to save time.

message

a integer giving any additional information or NULL.