An R package for flexible modeling of spatio-temporal data

This article introduces the R package pspatreg, publicly available for download from the Comprehensive R Archive Network, for estimating semiparametric spatio-temporal econometric penalized spline (P-Spline) models. These models may include a nonparametric spatio-temporal trend, a spatial lag of the dependent variable, independent variables, or the noise, and a time series autoregressive noise. The essential functions in this package cover the estimation of P-Spline spatio-temporal econometric models using either the Restricted Maximum Likelihood (REML) method or the Maximum Likelihood (ML) method, as well as the computation of marginal impacts for both parametric and nonparametric terms. Moreover, this package provides methods for the graphical display of estimated nonlinear functions and spatial or spatio-temporal trend maps. Applications to cross-sectional and panel spatial data are used as examples of these functions’ usage. JEL Classification: C14 , C21 , C23 MSC Classification: 35A01 , 62G08