Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances

Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances

We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-autoregressive model with spatial-autoregressive disturbances.

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Bibliographische Detailangaben
Veröffentlicht in:The Stata journal 2013-07, Vol.13 (2), p.221-241
Hauptverfasser: Drukker, David M., Prucha, Ingmar R., Raciborski, Rafal
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Least squares
Mathematical research
Regression analysis
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Beschreibung
Zusammenfassung:We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-autoregressive model with spatial-autoregressive disturbances.
ISSN:1536-867X
1536-8734
DOI:10.1177/1536867X1301300201