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GS3SLSAR: Stata module to estimate Generalized Spatial Autoregressive Three Stage Least Squares (3SLS) Cross Sections Regression

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: gs3slsar estimates Generalized Spatial Autoregressive Three Stage Least Squares (3SLS) Cross Sections Regression and calculates Spatial Autocorrelation, Non Normality, Heteroscedasticity tests, and Marginal Effects and Elasticities

Language: Stata
Requires: Stata version 11
Keywords: spatial; panel; regression; GS2SLS; GS3SLS; Generalized Spatial 2SLS Model; Generalized Spatial 3SLS Model; Generalized Spatial Autoregressive 2SLS Model (GS2SLSAR); Generalized Spatial Autoregressive 3SLS Model (GS3SLSAR); Spatial Autoregressive Generalized Least Squares (SPGLS) (search for similar items in EconPapers)
Date: 2013-01-26
Note: This module should be installed from within Stata by typing "ssc install gs3slsar". 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/g/gs3slsar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3slsar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3slsar.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3slsar.do sample file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3slsar.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/gs3slsar1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs1.dta sample data file (application/x-stata)

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