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st: spregsdmxt - where is it?


From   Jennifer Day <[email protected]>
To   <[email protected]>
Subject   st: spregsdmxt - where is it?
Date   Mon, 08 Apr 2013 18:48:20 +1000

Hello out there!

I'd like to estimate an MLE spatial Durbin panel regression.  According to the Stata help files for spmstard <help spmstard>, there is a routine all written for this.  However, I can't find any help files or documentation on it.  Absolutely nothing pops up either, when I google "Stata spregsdmxt."  I've also tried <findit spregsdmxt> and <ssc install spregsdmxt> at the Stata command line.  Nothing!  I also tried searching for spregxt, in find it and ssc install, thinking this might be a parent program.  Still nothing!

How can I use spregsdmxt?  Here's the language that appears in the spmstard help files:


Online Help:

*** Spatial Econometrics Regression Models:

--------------------------------------------------------------------------------
*** (1) Spatial Panel Data Regression Models:
spregxt Spatial Panel Regression Econometric Models: Stata Module Toolkit
gs2slsxt Generalized Spatial Panel 2SLS Regression
gs2slsarxt Generalized Spatial Panel Autoregressive 2SLS Regression
spglsxt Spatial Panel Autoregressive Generalized Least Squares Regression
spgmmxt Spatial Panel Autoregressive Generalized Method of Moments Regression
spmstarxt (m-STAR) Spatial Lag Panel Models
spmstardxt (m-STAR) Spatial Durbin Panel Models
spmstardhxt (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
spmstarhxt (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
spregdhp Spatial Panel Han-Philips Linear Dynamic Regression: Lag & Durbin Models
spregdpd Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models
spregfext Spatial Panel Fixed Effects Regression: Lag & Durbin Models
spregrext Spatial Panel Random Effects Regression: Lag & Durbin Models
spregsacxt MLE Spatial AutoCorrelation Panel Regression (SAC)
spregsarxt MLE Spatial Lag Panel Regression (SAR)
spregsdmxt MLE Spatial Durbin Panel Regression (SDM)
spregsemxt MLE Spatial Error Panel Regression (SEM)



Thanks!!
jennie


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