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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.

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SPAUTOC: Stata modules to calculate spatial autocorrelation (Moran and Geary measures) Downloads
Nicholas Cox
SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit) Downloads
Emad Shehata
SPCS2XT: Stata module to Convert Cross Section to Panel Spatial Weight Matrix Downloads
Emad Shehata
SPDIR: Stata module to create directed dyad contagion spatial effect variable Downloads
Eric Neumayer and Thomas Plümper
SPEARMAN2: Stata module to calculate Spearman rank correlations, extended Downloads
Christopher Baum
SPEC_STAND: Stata module to create dataset of stratum-specific, unadjusted and standardized rates Downloads
Rosa Gini
SPECC: Stata module to create specification curves Downloads
Benjamin Daniels
SPECCHECK: Stata module to check model specification Downloads
Nikolai Cook
SPECFORE: RATS procedure to compute forecasts using spectral techniques Downloads
Tom Doan
SPECHIST: Stata module to produce specific histograms for continuous variables Downloads
Alfonso Sánchez-Peñalver
SPECIALEXP: Stata module to obtain expression that evaluates to specified string Downloads
Matthew White
SPECTDENS: Stata module to compute sample spectral density Downloads
Huseyin Tastan
SPECTRUM: RATS procedure to compute/graph spectral density Downloads
Tom Doan
SPEEDERGLES: Stata module to compute the GLES response speed index Downloads
Joss Roßmann
SPELL: Stata module for identification of spells or runs of similar values Downloads
Nicholas Cox and Richard Goldstein
SPELLUTIL: Stata module of utilities for the manipulation of timespan data Downloads
Edwin Leuven
SPGEN: Stata module to generate spatially lagged variables Downloads
Keisuke Kondo
SPGLSXT: Stata module to estimate Spatial Panel Autoregressive Generalized Least Squares Regression Downloads
Emad Shehata
SPGMM: Stata module to estimate Spatial Autoregressive Generalized Method of Moments Cross Sections Regression Downloads
Emad Shehata
SPGMMXT: Stata module to estimate Spatial Panel Autoregressive Generalized Method of Moments Regression Downloads
Emad Shehata
SPGRID: Stata module to generate two-dimensional grids for spatial data analysis Downloads
Maurizio Pisati
SPHDIST: Stata module to compute spherical distances Downloads
Bill Rising
SPIDER: Stata module for spider plots Downloads
Asjad Naqvi
SPIKE: Stata module to allow for a zero willingness to pay Downloads
João Pedro Azevedo
SPIKEPLT: Stata module to generate spike plot showing fine structure of the data Downloads
Nicholas Cox and Tony Brady
SPINEPLOT: Stata module for spine plots for two-way categorical data Downloads
Nicholas Cox
SPKDE: Stata module to perform kernel estimation of density and intensity functions for two-dimensional spatial point patterns Downloads
Maurizio Pisati
SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics Downloads
P. Wilner Jeanty
SPLINEFIT: Stata module for smooth connected line plots Downloads
Asjad Naqvi
SPLIT: Stata modules for splitting string variables into parts Downloads
Nicholas Cox
SPLITIT: Stata module to split chronological overlapping spells in spell data Downloads
Klaudia Erhardt and Ralf Kuenster
SPLITVALLABELS: Stata module to split up value labels for multi-line graph labelling Downloads
Nicholas Winter and Ben Jann
SPMAP: Stata module to visualize spatial data Downloads
Maurizio Pisati
SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood Downloads
P. Wilner Jeanty
SPMON: Stata module to create spatial effect variable for monadic data Downloads
Eric Neumayer and Thomas Plümper
SPMSTAR: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression Models Downloads
Emad Shehata
SPMSTARD: Stata module to estimate Multiparametric Spatio Temporal AutoRegressive Regression Spatial Durbin Cross Sections Models Downloads
Emad Shehata and Sahra Mickaiel
SPMSTARDH: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Multiplicative Heteroscedasticity Cross Sections Models Downloads
Emad Shehata and Sahra Mickaiel
SPMSTARDHXT: Stata module to estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Multiplicative Heteroscedasticity Panel Models Downloads
Emad Shehata and Sahra Mickaiel
SPMSTARDXT: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Panel Models Downloads
Emad Shehata and Sahra Mickaiel
SPMSTARH: Stata Module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models Downloads
Emad Shehata and Sahra Mickaiel
SPMSTARHXT: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Lag Multiplicative Heteroscedasticity Panel Models Downloads
Emad Shehata and Sahra Mickaiel
SPMSTARXT: Stata module to Estimate (m-STAR) Spatial Panel Multiparametric Spatio Temporal AutoRegressive Regression Models Downloads
Emad Shehata
SPNORM: Stata module to plot Shaded Percentiles of Normal Distributions Downloads
Nicola Orsini
SPPACK: Stata module for cross-section spatial-autoregressive models Downloads
David Drukker, Hua Peng, Ingmar Prucha and Rafal Raciborski
SPREGCS: Stata Module Econometric Toolkit to Estimate Spatial Cross Section Regression Models Downloads
Emad Shehata
SPREGDHP: Stata module to estimate Spatial Panel Han-Philips Linear Dynamic Regression: Lag & Durbin Models Downloads
Emad Shehata and Sahra Mickaiel
SPREGDPD: Stata module to estimate Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models Downloads
Emad Shehata and Sahra Mickaiel
SPREGFEXT: Stata module to compute Spatial Panel Fixed Effects Regression: Lag and Durbin Models Downloads
Emad Shehata and Sahra Mickaiel
SPREGHETXT: Stata module to Estimate Spatial Panel Random-Effects Multiplicative Heteroscedasticity Regression: Lag and Durbin Models Downloads
Emad Shehata and Sahra Mickaiel
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