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st: anketest, ivreg, and spivreg

Subject   st: anketest, ivreg, and spivreg
Date   Tue, 12 Apr 2011 09:43:45 -0500

Ashley Arnio <> has some questions about the user-written
-spivreg- command:

> I have determined from the anketest (using an iv-sar model) that the spatial 
> error model may not be suitable for my data. Is it appropriate to use only the 
> dlmat option when using spivreg? 


> Also, I have tried to replicate the results I obtained from spivreg SAR model 
> using ivreg with a spatially lagged dependent variable and the results are 
> different. Are these two models not equivalent? 

The two models are not equivalent.  To learn more about the various
spatial-autoregressive models with endogeneous variables Ashley should read
sections 2 and 6.4 of the working paper 'A command for estimating
spatial-autoregressive models with spatial-autoregressive disturbances and
additional endogenous variables' available at

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