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st: new package -xsmle- available on SSC
From
Federico Belotti <[email protected]>
To
Stata List <[email protected]>
Subject
st: new package -xsmle- available on SSC
Date
Mon, 25 Mar 2013 23:08:35 +0100
Dear Stata listers
Thanks to Kit Baum, the new package -xsmle- is now installable from SSC.
TITLE
'XSMLE': module for spatial panel data models estimation
DESCRIPTION/AUTHOR(S)
Econometricians have begun to devote more attention to spatial
interactions when carrying out applied econometric studies. We
provide the new Stata command -xsmle-, which fits fixed and
random-effects spatial models for balanced panel data for a wide
range of specifications: Spatial Autoregressive Model (SAR),
Spatial Error Model (SEM), Spatial Durbin Model (SDM), Spatial
Autoregressive Model with Autoregressive Disturbances (SAC),
Generalized Spatial Random-effects Model (GSPRE). -xsmle- allows
to specify the weighting matrix as a Stata matrix or a -spmat-
object. Furthermore, -xsmle- computes direct, indirect and total
spatial effects according to LeSage (2008), implements Lee and Yu
(2010) data transformation for fixed-effects models and may be
used with the -mi- prefix command when the panel is unbalanced.
KW: spatial models
KW: panel data
KW: spatial autoregression
Requires: Stata version 10
Distribution-Date: 20130317
Author: Federico Belotti, University of Rome Tor Vergata
Support: email [email protected]
Author: Gordon Hughes, University of Edinburgh
Support: email [email protected]
Author: Andrea Piano Mortari, University of Rome Tor Vergata
Support: email [email protected]
--
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: [email protected]
web: http://www.econometrics.it
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