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Re: st: spreg gs2sls
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: spreg gs2sls
Date
Wed, 6 Mar 2013 10:50:07 -0600
There are two -spreg-s.
1. spreg from http://www-personal.umich.edu/~wmacmill/stata/spreg
spreg. Package to analyze models of spatial interdependence. /
Programming by William D. MacMillan, Jude Hays, and Rob Franzese....
2. -spreg- is also part of the sppack module for cross-section
spatial-autoregressive models by David Drukker, Hua Peng, Ingmar
Prucha, and Rafal Raciborski
DESCRIPTION/AUTHOR(S)
The spmat, spreg and spivreg commands create spatial-weighting
matrices, manage spatial-weighting matrices, and estimate the
parameters of cross-sectional spatial-autoregressive models with
spatial-autoregressive disturbances that may contain additional
endogenous covariates. The estimation method is either maximum
likelihood or generalized spatial two-stage least squares. The
working papers that document these commands are available at
http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf,
http://econweb.umd.edu/~prucha/Papers/WP_spreg_2011.pdf, and
http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf .
Scott
On Wed, Mar 6, 2013 at 9:33 AM, William Buchanan
<[email protected]> wrote:
> Please follow the guidance provided in the Statalist FAQ, which you are asked to read when registering for the Statalist. In the FAQ, you will notice that you should identify where user-written packages come from. In this case, -spreg- is a beta release from -net describe spreg, from(http://www-personal.umich.edu/~wmacmill/stata/spreg)-.
>
> If you've installed -spreg- you could look at the help file -help spreg- and find your answer.
>
> HTH,
> Billy
>
>
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