XSMLE: Stata module for spatial panel data models estimation

Federico Belotti, Gordon Hughes () and Andrea Piano Mortari

Statistical Software Components from Boston College Department of Economics

Abstract: Econometricians have begun to devote more attention to spatial interactions when carrying out applied econometric studies. We provide the new Stata command -xsmle-, which fits fixed and random-effects spatial models for balanced panel data for a wide range of specifications: Spatial Autoregressive Model (SAR), Spatial Error Model (SEM), Spatial Durbin Model (SDM), Spatial Autoregressive Model with Autoregressive Disturbances (SAC), Generalized Spatial Random-effects Model (GSPRE). -xsmle- allows to specify the weighting matrix as a Stata matrix or a -spmat- object. Furthermore, -xsmle- computes direct, indirect and total spatial effects according to LeSage (2008), implements Lee and Yu (2010) data transformation for fixed-effects models and may be used with the -mi- prefix command when the panel is unbalanced.

Language: Stata
Requires: Stata version 10
Keywords: spatial models; panel data; spatial autoregression (search for similar items in EconPapers)
Date: 2013-03-17, Revised 2017-06-07
Note: This module should be installed from within Stata by typing "ssc install xsmle". 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 (42)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xsmle.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xsmle_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xsmle.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xsmle_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lxsmle.mlib Mata object library (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457610

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().