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Comparing Implementations of Estimation Methods for Spatial Econometrics

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  • Bivand, Roger
  • Piras, Gianfranco

Abstract

Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data. These model estimation techniques are associated with methods for estimating impacts (emanating effects), which are also presented and compared. This review constitutes an up-to-date comparison of generalized method of moments and maximum likelihood implementations now available. The comparison uses the cross-sectional US county data set provided by Drukker, Prucha, and Raciborski (2013d). The comparisons will be cast in the context of alternatives using the MATLAB Spatial Econometrics toolbox, Stata's user-written sppack commands, Python with PySAL and R packages including spdep, sphet and McSpatial.

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  • Bivand, Roger & Piras, Gianfranco, 2015. "Comparing Implementations of Estimation Methods for Spatial Econometrics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i18).
    • Handle: RePEc:jss:jstsof:v:063:i18
    DOI: http://hdl.handle.net/10.18637/jss.v063.i18
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    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling

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