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SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood

Author

Listed:
  • P. Wilner Jeanty

    (The Kinder Institute for Urban Research/Hobby Center for the Study of Texas, Rice University)

Programming Language

Stata

Abstract

spmlreg estimates the spatial lag, the spatial error, the spatial durbin, and the general spatial (or spatial mixed) models by maximum likelihood. Optionally, at the end of the estimation process, predicted values of the dependent variable from the spatial lag, the spatial durbin, and the spatial mixed models are generated based on the expression for the conditional expectation of the reduced form since the spatially lagged dependent variable is endogenous.

Suggested Citation

  • P. Wilner Jeanty, 2010. "SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood," Statistical Software Components S457135, Boston College Department of Economics, revised 25 Dec 2013.
    • Handle: RePEc:boc:bocode:s457135
    Note: This module should be installed from within Stata by typing "ssc install spmlreg". 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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg_sac.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg_lag.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg_error.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg_estat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spmlreg_postestimation.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/columbus_dataset.dta
    File Function: sample dataset
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/columbus.gal
    File Function: sample dataset
    Download Restriction: no
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    Citations

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    Cited by:

    1. Alberto Basso & David Cuberes, 2013. "Fertility and Financial Development: Evidence from U.S. Counties in the 19th Century," Working Papers 2013011, The University of Sheffield, Department of Economics.
    2. Amy Ickowitz, 2011. "Shifting cultivation and forest pressure in Cameroon," Agricultural Economics, International Association of Agricultural Economists, vol. 42(2), pages 207-220, March.
    3. Dan Goldhaber & Lesley Lavery & Roddy Theobald, 2014. "My End of the Bargain," ILR Review, Cornell University, ILR School, vol. 67(4), pages 1274-1305, October.
    4. Lippert, Christian & Chatzopoulos, Thomas & Schmidtner, Eva & Aurbacher, Joachim, 2011. "Explaining The Climate-Dependent Distribution Of Crops In Space –The Example Of Corn And Corn-Cob-Mix In Baden-Württemberg," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114504, German Association of Agricultural Economists (GEWISOLA).
    5. Winslow D. Hanse & Helen T. Naughton, 2013. "Social and Ecological Determinants of Land Clearing in the Brazilian Amazon: A Spatial Analysis," Land Economics, University of Wisconsin Press, vol. 89(4), pages 699-721.

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