SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: spautoreg module to run Spatial (Lag-Error-Durbin-SAC-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit) Regression for cross section data either dependent variable is continuous or truncated and calculate Spatial Autocorrelation LM tests, Jarque-Bera Normality LM Test, Breusch-Pagan Heteroscedasticity LM Test, Total, Direct, and InDirect Marginal Effects and Elasticities, Regression Specification Error Tests (Ramsey RESET), and Functional Form White LM Test. spautoreg can fit continuous and truncated dependent variables models, also fits Autocorrelation (serial correlation) and Heteroscedasticity models in the disturbance term.

Language: Stata
Requires: Stata version 11
Keywords: spatial regression; spatial error; spatial lag; spatial durbin; spatial mixed; GS2SLS; GS3SLS; Spatial Lag Model (MLE-SAR); Spatial Durbin Model (MLE-SDM); Spatial Error Model (MLE-SEM); Spatial Lag / Spatial Error Model (MLE-SAC); Tobit Spatial Lag Model (Tobit-SAR); Tobit Spatial Durbin Model (Tobit-SDM); Tobit Spatial Error Model (Tobit-SEM); Tobit Spatial Lag / Spatial Error Model (Tobit-SAC); Generalized Spatial 2SLS Model (GS2SLS); Generalized Spatial 3SLS Model (GS3SLS); IV Tobit Spatial Model; Spatial Lag / Error Autoregressive (MLE-SPREG); Spatial Lag / Error Autoregressive (GS2SLS-SPREG); IV Spatial Lag / Error Autoregressive (SPIVREG); Spatial Aautocorrelation Tests; Moran Global Spatial Autocorrelation; Geary Global Spatial Aautocorrelation; Getis-Ords Global Spatial Aautocorrelation; Moran Spatial Error Test; LM Spatial Error Test; LM Spatial Lag Test; LM Spatial SAC Test; Jarque-Bera Normality LM Test; Breusch-Pagan Heteroscedasticity LM Test; Durbin-Watson Test; Durbin h Test; Harvey LM Test; Geary LM Test; Pagan-Vella Tobit Non Normality LM Test; Chesher-Irish Tobit Non Normality LM Test; Spatial Multiplicative Heteroscedasticity; Spatial Exponential Regression; Spatial Weibull Regression; Spatial Autoregressive Generalized Least Squares; Total Marginal Effects; Direct Marginal Effects; InDirect Marginal Effects; Elasticities; REgression Specification Error Tests; Ramsey RESET; Identification LM Tests; Sargan LM Test; Basmann LM Test (search for similar items in EconPapers)
Date: 2011-10-07, Revised 2012-12-21
Note: This module should be installed from within Stata by typing "ssc install spautoreg". 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 (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/spautoreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautoreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautoreg.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautodurhm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautodurne.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautodurnn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautodurnw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautoerrne.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautoerrnn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautoerrnw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautolaghm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautolagne.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautolagnn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautolagnw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautosacne.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautosacnn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautosacnw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spautoreg.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPW.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spautoreg.do sample do file (text/plain)

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