xsmle: a Stata command for spatial panel-data models estimation

Federico Belotti, Gordon Hughes () and Andrea Piano Mortari

Italian Stata Users' Group Meetings 2013 from Stata Users Group

Abstract: This paper presents xsmle, a new Stata command for the estimation of spatial panel-data models. xsmle fits a spatial autoregressive model, a spatial error model, and a spatial Durbin model with fixed or random effects and with or without a dynamic component. Moreover, xsmle estimates the fixed-effects spatial autoregressive model with autoregressive disturbances and the generalized spatial random-effects model. Different weighting matrices may be specified when appropriate, and both Stata matrices and spmat objects are allowed. Of special note is that xsmle computes direct, indirect, and total effects according to Lesage (2008), implements Lee and Yu's (2010) data trasformation for fixed-effects models, performs a robust Hausman test, and may be used with the mi prefix when the panel is unbalanced.

Date: 2013-11-01
New Economics Papers: this item is included in nep-geo and nep-ure
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Citations: View citations in EconPapers (9)

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Working Paper: xsmle: A Stata command for spatial panel-data models estimation (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:isug13:04

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