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