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ACREG: Stata module to perform Arbitrary Correlation Regression

Author

Listed:
  • Fabrizio Colella

    (University of Lausanne, Switzerland)

  • Rafael Lalive

    (University of Lausanne, Switzerland)

  • Seyhun Sakalli

    (King's College London, UK)

  • Mathias Thoenig

    (University of Lausanne, Switzerland)

Programming Language

Stata

Abstract

acreg allows users to obtain coefficient standard errors allowing for an arbitrarily flexible degree of correlation structure; acreg stands for “arbitrary correlation regression”. Specifically, when estimating a regression in a spatial setting, the command allows errors to be correlated within a circle around each observation, and the user specifies the radius of that circle. Likewise, in a network regression setting, the command allows errors to be correlated among neighbors, or neighbors of neighbors, and the user specifies the maximum degree up to which she suspects a correlation. The command provides standard errors for models estimated with OLS or 2SLS in cross-sectional, panel, or network settings.

Suggested Citation

  • Fabrizio Colella & Rafael Lalive & Seyhun Sakalli & Mathias Thoenig, 2020. "ACREG: Stata module to perform Arbitrary Correlation Regression," Statistical Software Components S458889, Boston College Department of Economics, revised 20 Dec 2020.
    • Handle: RePEc:boc:bocode:s458889
    Note: This module should be installed from within Stata by typing "ssc install acreg". 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/a/acreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/acreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/acregpackcheck.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nwexample.dta
    File Function: sample data file
    Download Restriction: no
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    Cited by:

    1. Julia Cage & Edgard Dewitte, 2021. "It Takes Money to Make MPs: Evidence from 150 Years of British Campaign Spending," Sciences Po publications 2021-08, Sciences Po.
    2. repec:hal:spmain:info:hdl:2441/1dp7827s4n8ht8fk3qhmeuvd0o is not listed on IDEAS
    3. repec:hal:wpspec:info:hdl:2441/1dp7827s4n8ht8fk3qhmeuvd0o is not listed on IDEAS

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