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XSMLE: Stata module for spatial panel data models estimation

Author

Listed:
  • Federico Belotti

    (University of Rome Tor Vergata)

  • Gordon Hughes

    (University of Edinburgh)

  • Andrea Piano Mortari

    (University of Rome Tor Vergata)

Programming Language

Stata

Abstract

Econometricians have begun to devote more attention to spatial interactions when carrying out applied econometric studies. We provide the new Stata command -xsmle-, which fits fixed and random-effects spatial models for balanced panel data for a wide range of specifications: Spatial Autoregressive Model (SAR), Spatial Error Model (SEM), Spatial Durbin Model (SDM), Spatial Autoregressive Model with Autoregressive Disturbances (SAC), Generalized Spatial Random-effects Model (GSPRE). -xsmle- allows to specify the weighting matrix as a Stata matrix or a -spmat- object. Furthermore, -xsmle- computes direct, indirect and total spatial effects according to LeSage (2008), implements Lee and Yu (2010) data transformation for fixed-effects models and may be used with the -mi- prefix command when the panel is unbalanced.

Suggested Citation

  • Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2013. "XSMLE: Stata module for spatial panel data models estimation," Statistical Software Components S457610, Boston College Department of Economics, revised 07 Jun 2017.
    • Handle: RePEc:boc:bocode:s457610
    Note: This module should be installed from within Stata by typing "ssc install xsmle". 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/x/xsmle.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xsmle_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xsmle.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xsmle_postestimation.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lxsmle.mlib
    File Function: Mata object library
    Download Restriction: no
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