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SPPACK: Stata module for cross-section spatial-autoregressive models

Contents:

Author Info

  • David M. Drukker

    () (StataCorp LP)

  • Hua Peng

    () (StataCorp LP)

  • Ingmar Prucha

    () (Department of Economics, University of Maryland, College Park, MD.)

  • Rafal Raciborski

    () (StataCorp LP)

Abstract

The spmat, spreg and spivreg commands create spatial-weighting matrices, manage spatial-weighting matrices, and estimate the parameters of cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances that may contain additional endogenous covariates. The estimation method is either maximum likelihood or generalized spatial two-stage least squares. The working papers that document these commands are available at http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf, http://econweb.umd.edu/~prucha/Papers/WP_spreg_2011.pdf, and http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf .

Download Info

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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat.ado
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/_/_spreg_gs2sls.ado
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/_/_spreg_ml.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/l/lspmat.mlib
File Function: Mata library
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File URL: http://fmwww.bc.edu/repec/bocode/s/spivreg_postestimation.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spivreg.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/s/spivreg.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_contiguity.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_drop.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_dta.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_eigenvalues.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_export.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_getmatrix.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_graph.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_idistance.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_import.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_lag.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_note.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_permute.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_putmatrix.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_save.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_summarize.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_tobanded.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_use.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/spmat.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spreg_estat.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/s/spreg_p.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/s/spreg_postestimation.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/spreg.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/s/spreg.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/s/sppack_examples.do
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/p/pollute.dta
File Function: sample data file
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File URL: http://fmwww.bc.edu/repec/bocode/p/pollutexy.dta
File Function: sample data file
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File URL: http://fmwww.bc.edu/repec/bocode/p/pollute.spmat
File Function: sample data file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457245.

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Programming language: Stata
Requires: Stata version 11.2
Date of creation: 11 Feb 2011
Date of revision: 08 Nov 2012
Handle: RePEc:boc:bocode:s457245

Note: This module should be installed from within Stata by typing "ssc install sppack". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: prucha; kelejian; raciborski; peng; drukker; spatial; autoregressive; inverse distance; contiguity; gs2sls; social interactions; cross-sectional dependence; cliff; ord; sarar; sar; sare; banded;

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