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Re: st: spreg gs2sls
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: spreg gs2sls
Date
Thu, 7 Mar 2013 10:24:56 +0000
This really does underscore the importance of explaining where you got
a program!
Many on the list owe thanks to posters like Scott and William here who
help to maintain standards and to clarify unnecessarily obscure
questions.
Nick
On Wed, Mar 6, 2013 at 4:50 PM, Scott Merryman <[email protected]> wrote:
> 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 .
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.
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