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SPSFE: Stata module for estimation of spatial stochastic frontier models

Author

Listed:
  • Luojia Wang

    (Xiamen University)

Programming Language

Stata

Abstract

This software implements spatial stochastic frontier models that address both endogenous frontier/environmental variables and spatial spillover effects, based on the methodology developed in Kutlu et al. (Eur.J.Op.Res., 2020). The package extends traditional stochastic frontier analysis by incorporating spatial autoregressive (SAR) components while correcting biases from endogenous covariates through a control function approach. Key features include support for time-varying spatial weight matrices, decomposition of direct/indirect efficiency effects, and heteroskedasticity modeling in inefficiency terms. This implementation provides practitioners with tools for analyzing productivity in spatially dependent systems with endogenous regressors, particularly relevant for regional economic studies and policy impact evaluations.

Suggested Citation

  • Luojia Wang, 2025. "SPSFE: Stata module for estimation of spatial stochastic frontier models," Statistical Software Components S459441, Boston College Department of Economics, revised 24 Apr 2025.
    • Handle: RePEc:boc:bocode:s459441
    Note: This module should be installed from within Stata by typing "ssc install spsfe". 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/s/spsfe.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spsfe_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spsfe_postestimation.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lspsfe.mlib
    File Function: object code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/M1.stswm
    File Function: spatial weight matrix
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/w/w_ex1.mmat
    File Function: spatial weight matrix
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/w/w_ex2.mmat
    File Function: spatial weight matrix
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/w/Wd.mmat
    File Function: spatial weight matrix
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/case.dta
    File Function: sample data set
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spsfe_example.dta
    File Function: sample data set
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spsfe1.dta
    File Function: sample data set
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spsfe2.dta
    File Function: sample data set
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/city.dbf
    File Function: spatial file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/city.shp
    File Function: spatial file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/city.shx
    File Function: spatial file
    Download Restriction: no
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