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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)

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". Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.dlg
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurhm.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurne.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautodurnn.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoerrne.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spautoreg.dta
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    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;

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