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Spatial panel-data models using Stata
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DOI：10.1177/1536867X1701700109.png)
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Abstract
En 中文
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.
Keywords:
st0470
xsmle
spatial analysis
spatial autocorrelation model
spatial autoregressive model
spatial Durbin model
spatial error model
generalized spatial panel random-effects model
panel data
maximum likelihood estimation
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