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.
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Citations: View citations in EconPapers (2)

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/spmatFile-URL:h ... e/_/contiguity.sthlp help file (text/plain)
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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)

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