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Re: st: anketest, ivreg, and spivreg

From   Ashley Arnio <>
Subject   Re: st: anketest, ivreg, and spivreg
Date   Tue, 12 Apr 2011 10:21:56 -0700 (PDT)

As always, thank you Rafal. 

----- Original Message ----
From: "" <>
Sent: Tue, April 12, 2011 10:43:45 AM
Subject: st: anketest, ivreg, and spivreg

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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