SPSFE: Stata module for estimation of spatial stochastic frontier models

Luojia Wang ()
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Luojia Wang: Xiamen University

Statistical Software Components from Boston College Department of Economics

Abstract: This software implements spatial stochastic frontier models that address both endogenous frontier/environmental variables and spatial spillover effects, based on the methodology developed in Kutlu et al. (Eur.J.Op.Res., 2020). The package extends traditional stochastic frontier analysis by incorporating spatial autoregressive (SAR) components while correcting biases from endogenous covariates through a control function approach. Key features include support for time-varying spatial weight matrices, decomposition of direct/indirect efficiency effects, and heteroskedasticity modeling in inefficiency terms. This implementation provides practitioners with tools for analyzing productivity in spatially dependent systems with endogenous regressors, particularly relevant for regional economic studies and policy impact evaluations.

Language: Stata
Requires: Stata version 16.1, xtsfsp from SJ, moremata from SSC (q.v.)
Keywords: stochastic frontier; spatial modeling; endogenous frontier; spatial spillover (search for similar items in EconPapers)
Date: 2025-04-12, Revised 2025-04-24
Note: This module should be installed from within Stata by typing "ssc install spsfe". 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/spsfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spsfe_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spsfe_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lspsfe.mlib object code (application/x-stata)
http://fmwww.bc.edu/repec/bocode/m/M1.stswm spatial weight matrix
http://fmwww.bc.edu/repec/bocode/w/w_ex1.mmat spatial weight matrix
http://fmwww.bc.edu/repec/bocode/w/w_ex2.mmat spatial weight matrix
http://fmwww.bc.edu/repec/bocode/w/Wd.mmat spatial weight matrix
http://fmwww.bc.edu/repec/bocode/c/case.dta sample data set (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spsfe_example.dta sample data set (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spsfe1.dta sample data set (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/spsfe2.dta sample data set (application/x-stata)
http://fmwww.bc.edu/repec/bocode/c/city.dbf spatial file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/city.shp spatial file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/city.shx spatial file (text/plain)

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