SPREGCS: Stata Module Econometric Toolkit to Estimate Spatial Cross Section Regression Models

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: spregcs is a Stata Econometric Toolkit to Estimate Spatial Cross Sections Regression Models: (SAR-SEM-SDM-SAC-MSTAR-SPGMM-GS2SLS-GS2SLSAR-GS3SLS-GS3SLSAR GWR-IVTOBIT-SARARML-SARARGS-SARARIV-OLS-LAG-DURBIN)". spregcs can fit continuous and truncated dependent variables models. spregcs calculates: Spatial Aautocorrelation Tests, Model Selection Diagnostic Criteria, Heteroscedasticity Tests, Non Normality Tests, Hausman Specification Test OLS/IV-2SLS Tests, Identification Restrictions LM Tests, REgression Specification Error Tests (RESET), Linear vs Log-Linear Functional Form Tests, Multicollinearity Diagnostic Tests, Total Marginal Effects and Elasticities, Direct Marginal Effects and Elasticities, InDirect Marginal Effects and Elasticities.

Language: Stata
Requires: Stata version 11.2
Keywords: Regression; Spatial; Cross Sections; (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression; Direct Marginal Effects; Elasticities; GS2SLS; GS3SLS; Generalized Spatial 2SLS Model (GS2SLS); Generalized Spatial 3SLS Model (GS3SLS); Generalized Spatial Autoregressive 2SLS Model (GS2SLSAR); Generalized Spatial Autoregressive 3SLS Model (GS3SLSAR); Heteroscedasticity Tests; Identification Tests; Indirect Marginal Effects; IV Spatial Lag / Error Autoregressive (SPIVREG); IV Tobit Spatial Model; Moran MI Spatial Error Test; Non Normality Tests; Ramsey RESET; Regression Specification Error Tests; Restrected Spatial Regression Models; Spatial Aautocorrelation Tests; Spatial Autoregressive Generalized Method of Moments (SPGMM); Spatial Durbin Model (SDM); Spatial Error Model (SEM); Spatial Exponential Regression; Spatial Lag / Error Autoregressive (GS2SLS-SPREG); Spatial Lag / Error Autoregressive (MLE-SPREG); Spatial Lag / Spatial Error Model (SAC); Spatial Lag Model (SAR); Spatial Multiplicative Heteroscedasticity; Spatial SAC; Spatial Weibull Regression; Tobit Spatial Durbin Model (Tobit-SDM); Tobit Spatial Error Model (Tobit-SEM); Tobit Spatial Lag / Spatial Error Model (Tobit-SAC); Spatial Geographically Weighted Regressions (GWR); Tobit Spatial Lag Model (Tobit-SAR); Total Marginal Effects; Weighted Spatial Regression Models. (search for similar items in EconPapers)
Date: 2016-01-25
Note: This module should be installed from within Stata by typing "ssc install spregcs". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/spregcs.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregcs.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregcs.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregcs01.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/s/spregcs.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spregcs1.dta sample data file (application/x-stata)
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http://fmwww.bc.edu/repec/bocode/s/spregcs3.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWmcs1.dta sample data file (application/x-stata)
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http://fmwww.bc.edu/repec/bocode/s/SPWmcs4.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spregcs.do sample do file (text/plain)

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