Spatial panel-data models using Stata

• Federico Belotti ^[1] ; Andrea Piano Mortari ^[1] ; Gordon Hughes ^[2]
  1. [1] University of Rome Tor Vergata

     University of Rome Tor Vergata

     Roma Capitale, Italia

     
  2. [2] University of Edinburgh

     University of Edinburgh

     Reino Unido

     
• Localización: The Stata journal, ISSN 1536-867X, Vol. 17, Nº. 1, 2017, págs. 139-180
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • xsmle is a new user-written command for spatial analysis. We consider the quasi–maximum likelihood estimation of a wide set of both fixed- and random-effects spatial models for balanced panel data. xsmle allows users to handle unbalanced panels using its full compatibility with the mi suite of commands, use spatial weight matrices in the form of both Stata matrices and spmat objects, compute direct, indirect, and total marginal effects and related standard errors for linear (in variables) specifications, and exploit a wide range of postestimation features, including the panel-data case predictors of Kelejian and Prucha (2007, Regional Science and Urban Economics 37: 363–374). Moreover, xsmle allows the use of margins to compute total marginal effects in the presence of nonlinear specifications obtained using factor variables. In this article, we describe the command and all of its functionalities using simulated and real data