Spatial panel data models using Stata

Federico Belotti, Gordon Hughes () and Andrea Piano Mortari

No 373, CEIS Research Paper from Tor Vergata University, CEIS

Abstract: xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fixed- and random- effects spatial models for balanced panel data. Of special note is that xsmle allows to handle unbalanced panels thanks to its full compatibility with the mi suite of commands, to use spatial weight matrices in the form of both Stata matrices and spmat objects, to compute direct, indirect and total effects according to the procedure outlined in LeSage and Pace (2009), and to exploit a wide range of postestimation features, extending to the panel data case the predictors proposed by Kelejian and Prucha (2007). This paper describes the command and all its functionalities using both simulated and real data.

Keywords: st000; spatial analysis; panel data; maximum likelihood estimation. (search for similar items in EconPapers)
JEL-codes: C23 C33 C87 (search for similar items in EconPapers)
Pages: 41 pages
Date: 2016-03-25, Revised 2016-07-28
New Economics Papers: this item is included in nep-geo and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (42)

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Journal Article: Spatial panel-data models using Stata (2017)
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