SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood

P. Wilner Jeanty ()

Statistical Software Components from Boston College Department of Economics

Abstract: spmlreg estimates the spatial lag, the spatial error, the spatial durbin, and the general spatial (or spatial mixed) models by maximum likelihood. Optionally, at the end of the estimation process, predicted values of the dependent variable from the spatial lag, the spatial durbin, and the spatial mixed models are generated based on the expression for the conditional expectation of the reduced form since the spatially lagged dependent variable is endogenous.

Language: Stata
Requires: Stata version 12
Keywords: spatial modeling; spatial lag; spatial error; maximum likelihood (search for similar items in EconPapers)
Date: 2010-03-11, Revised 2013-12-25
Note: This module should be installed from within Stata by typing "ssc install spmlreg". 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: View citations in EconPapers (5)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/spmlreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmlreg_sac.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmlreg_lag.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmlreg_error.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmlreg_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmlreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spmlreg_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/columbus_dataset.dta sample dataset (application/x-stata)
http://fmwww.bc.edu/repec/bocode/c/columbus.gal sample dataset (application/x-geoda)

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