IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v17y2017i1p139-180.html

Spatial panel-data models using Stata

Author

Listed:
  • Federico Belotti

    (University of Rome Tor Vergata)

  • Gordon Hughes

    (University of Edinburgh)

  • Andrea Piano Mortari

    (University of Rome Tor Vergata)

Abstract

xsmle is a new user-written command for spatial analysis. We consider the quasi–maximum likelihood estimation of a wide set of both fixed- and random-effects spatial models for balanced panel data. xsmle allows users to han- dle unbalanced panels using its full compatibility with the mi suite of commands, use spatial weight matrices in the form of both Stata matrices and spmat objects, compute direct, indirect, and total marginal effects and related standard errors for linear (in variables) specifications, and exploit a wide range of postestimation features, including the panel-data case predictors of Kelejian and Prucha (2007, Regional Science and Urban Economics 37: 363–374). Moreover, xsmle allows the use of margins to compute total marginal effects in the presence of nonlinear specifications obtained using factor variables. In this article, we describe the command and all of its functionalities using simulated and real data.

Suggested Citation

  • Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2017. "Spatial panel-data models using Stata," Stata Journal, StataCorp LLC, vol. 17(1), pages 139-180, March.
    • Handle: RePEc:tsj:stataj:v:17:y:2017:i:1:p:139-180
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj17-1/st0470/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0470
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

    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:tsj:stataj:v:17:y:2017:i:1:p:139-180. 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 or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    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.