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SPREGCS: Stata Module Econometric Toolkit to Estimate Spatial Cross Section Regression Models

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

Programming Language

Stata

Abstract

spregcs is a Stata Econometric Toolkit to Estimate Spatial Cross Sections Regression Models: (SAR-SEM-SDM-SAC-MSTAR-SPGMM-GS2SLS-GS2SLSAR-GS3SLS-GS3SLSAR GWR-IVTOBIT-SARARML-SARARGS-SARARIV-OLS-LAG-DURBIN)". spregcs can fit continuous and truncated dependent variables models. spregcs calculates: Spatial Aautocorrelation Tests, Model Selection Diagnostic Criteria, Heteroscedasticity Tests, Non Normality Tests, Hausman Specification Test OLS/IV-2SLS Tests, Identification Restrictions LM Tests, REgression Specification Error Tests (RESET), Linear vs Log-Linear Functional Form Tests, Multicollinearity Diagnostic Tests, Total Marginal Effects and Elasticities, Direct Marginal Effects and Elasticities, InDirect Marginal Effects and Elasticities.

Suggested Citation

  • Emad Abd Elmessih Shehata, 2016. "SPREGCS: Stata Module Econometric Toolkit to Estimate Spatial Cross Section Regression Models," Statistical Software Components S458135, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458135
    Note: This module should be installed from within Stata by typing "ssc install spregcs". 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

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