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SPREGFEXT: Stata module to compute Spatial Panel Fixed Effects Regression: Lag and Durbin Models

Emad Shehata and Sahra Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: spregfext estimates Spatial Panel Fixed Effects Regression for both Lag and Durbin Panel data Models and calculate Heteroscedasticity tests, Model Selection Diagnostic Criteria and Marginal Effects and Elasticities

Language: Stata
Requires: Stata version 11
Keywords: Panel; Regression; Spatial Lag Model; Spatial Durbin Model; Fixed Effects (search for similar items in EconPapers)
Date: 2012-09-10, Revised 2013-03-21
Note: This module should be installed from within Stata by typing "ssc install spregfext". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/spregfext.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregfext.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregfext.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregfext.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregfext.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWxt.dta sample data file (application/x-stata)

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