IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s457338.html
 

SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

Programming Language

Stata

Abstract

spautoreg module to run Spatial (Lag-Error-Durbin-SAC-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit) Regression for cross section data either dependent variable is continuous or truncated and calculate Spatial Autocorrelation LM tests, Jarque-Bera Normality LM Test, Breusch-Pagan Heteroscedasticity LM Test, Total, Direct, and InDirect Marginal Effects and Elasticities, Regression Specification Error Tests (Ramsey RESET), and Functional Form White LM Test. spautoreg can fit continuous and truncated dependent variables models, also fits Autocorrelation (serial correlation) and Heteroscedasticity models in the disturbance term.

Suggested Citation

  • Emad Abd Elmessih Shehata, 2011. "SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)," Statistical Software Components S457338, Boston College Department of Economics, revised 21 Dec 2012.
    • Handle: RePEc:boc:bocode:s457338
    Note: This module should be installed from within Stata by typing "ssc install spautoreg". 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/spautoreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.dlg
    File Function: dialog file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurhm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurne.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurnn.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurnw.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoerrne.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoerrnn.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoerrnw.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautolaghm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautolagne.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautolagnn.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautolagnw.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautosacne.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautosacnn.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautosacnw.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/SPW.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.do
    File Function: sample do file
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Celbis M.G. & Crombrugghe D.P.I. de, 2014. "Can internet infrastructure help reduce regional disparities? : evidence from Turkey," MERIT Working Papers 2014-078, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).

    More about this item

    Keywords

    spatial regression; spatial error; spatial lag; spatial durbin; spatial mixed; GS2SLS; GS3SLS; Spatial Lag Model (MLE-SAR); Spatial Durbin Model (MLE-SDM); Spatial Error Model (MLE-SEM); Spatial Lag / Spatial Error Model (MLE-SAC); Tobit Spatial Lag Model (Tobit-SAR); Tobit Spatial Durbin Model (Tobit-SDM); Tobit Spatial Error Model (Tobit-SEM); Tobit Spatial Lag / Spatial Error Model (Tobit-SAC); Generalized Spatial 2SLS Model (GS2SLS); Generalized Spatial 3SLS Model (GS3SLS); IV Tobit Spatial Model; Spatial Lag / Error Autoregressive (MLE-SPREG); Spatial Lag / Error Autoregressive (GS2SLS-SPREG); IV Spatial Lag / Error Autoregressive (SPIVREG); Spatial Aautocorrelation Tests; Moran Global Spatial Autocorrelation; Geary Global Spatial Aautocorrelation; Getis-Ords Global Spatial Aautocorrelation; Moran Spatial Error Test; LM Spatial Error Test; LM Spatial Lag Test; LM Spatial SAC Test; Jarque-Bera Normality LM Test; Breusch-Pagan Heteroscedasticity LM Test; Durbin-Watson Test; Durbin h Test; Harvey LM Test; Geary LM Test; Pagan-Vella Tobit Non Normality LM Test; Chesher-Irish Tobit Non Normality LM Test; Spatial Multiplicative Heteroscedasticity; Spatial Exponential Regression; Spatial Weibull Regression; Spatial Autoregressive Generalized Least Squares; Total Marginal Effects; Direct Marginal Effects; InDirect Marginal Effects; Elasticities; REgression Specification Error Tests; Ramsey RESET; Identification LM Tests; Sargan LM Test; Basmann LM Test; Stata;
    All these keywords.

    JEL classification:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457338. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.