SPREGHETXT: Stata module to Estimate Spatial Panel Random-Effects Multiplicative Heteroscedasticity Regression: Lag and Durbin Models

Emad Shehata and Sahra Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: spreghetxt estimates Spatial Panel Random-Effects Multiplicative Heteroscedasticity 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; Random-Effects; MLE Panel Regression; Multiplicative Heteroscedasticity; Marginal Effects; Elasticities (search for similar items in EconPapers)
Date: 2013-12-25
Note: This module should be installed from within Stata by typing "ssc install spreghetxt". 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/spreghetxt.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spreghetxt1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spreghetxt2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spreghetxt.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spreghetxt.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spreghetxt.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWxt.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spreghetxt.do sample file (text/plain)

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