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

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

  • Sahra Khaleel A. Mickaiel

    (Cairo University, Faculty of Agriculture, Egypt)

Programming Language

Stata

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

Suggested Citation

  • Emad Abd Elmessih Shehata & Sahra Khaleel A. Mickaiel, 2013. "SPREGHETXT: Stata module to Estimate Spatial Panel Random-Effects Multiplicative Heteroscedasticity Regression: Lag and Durbin Models," Statistical Software Components S457763, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457763
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt1.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt.dlg
    File Function: dialog file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/SPWxt.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spreghetxt.do
    File Function: sample file
    Download Restriction: no
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