# SPPACK: Stata module for cross-section spatial-autoregressive models

*David Drukker*,
*Hua Peng* (),
*Ingmar Prucha* and
*Rafal Raciborski* ()

Additional contact information

Hua Peng: StataCorp LP

Statistical Software Components from Boston College Department of Economics

**Abstract:**
The spmat, spreg and spivreg commands create spatial-weighting matrices, manage spatial-weighting matrices, and estimate the parameters of cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances that may contain additional endogenous covariates. The estimation method is either maximum likelihood or generalized spatial two-stage least squares. The working papers that document these commands are available at http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf, http://econweb.umd.edu/~prucha/Papers/WP_spreg_2011.pdf, and http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf .

**Language:** Stata

**Requires:** Stata version 11.2

**Keywords:** prucha; kelejian; raciborski; peng; drukker; spatial; autoregressive; inverse distance; contiguity; gs2sls; social interactions; cross-sectional dependence; cliff; ord; sarar; sar; sare; banded (search for similar items in EconPapers)

**Date:** 2011-02-11, Revised 2018-12-04

**Note:** This module should be installed from within Stata by typing "ssc install sppack". 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.

**References:** Add references at CitEc

**Citations:** View citations in EconPapers (2) Track citations by RSS feed

**Downloads:** (external link)

http://fmwww.bc.edu/repec/bocode/s/spmat.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/_/_spreg_gs2sls.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/_/_spreg_ml.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/l/lspmat.mlib Mata library (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spivreg_postestimation.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spivreg.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spivreg.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_contiguity.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_drop.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_dta.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_eigenvalues.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_export.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_getmatrix.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_graph.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_idistance.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_import.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_lag.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_note.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_permute.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_putmatrix.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_save.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_summarize.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_tobanded.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat_use.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spmat.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spreg_estat.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spreg_p.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spreg_postestimation.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spreg.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/s/spreg.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/s/sppack_examples.do program code (text/plain)

http://fmwww.bc.edu/repec/bocode/p/pollute.dta sample data file (application/x-stata)

http://fmwww.bc.edu/repec/bocode/p/pollutexy.dta sample data file (application/x-stata)

http://fmwww.bc.edu/repec/bocode/p/pollute.spmat sample data file (application/x-stata)

**Related works:**

This item may be available elsewhere in EconPapers: Search for items with the same title.

**Export reference:** BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text

**Persistent link:** https://EconPapers.repec.org/RePEc:boc:bocode:s457245

**Ordering information:** This software item can be ordered from

http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.

Bibliographic data for series maintained by Christopher F Baum ().