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st: spreg gs2sls


From   Jane Harrison <harrison.253@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: spreg gs2sls
Date   Wed, 6 Mar 2013 09:15:20 -0600

Can the spreg gs2sls command account for simultaneity (endogenous
regressors) as well as spatial lags and errors? I am accustomed to the
command ivreg, which follows the syntax:

ivreg 2sls y x1 x2 x3 (x1=x4 x5)

Can spreg gs2sls be used in a similar manner? For example,

spmat idistance winv Lat Longit, id(FIPS)

spreg gs2sls y x1 x2 x3 (x1=x4 x5), id(FIPS) dlmat(winv) elmat(winv) nolog


I've tried to compute this type of estimation, but Stata tells me
"invalid syntax." I'm guessing what I'm trying to do with this code is
not possible. Any ideas?

Thanks,
Jane

--
Jane L. Harrison, PhD Candidate
Forest Social Science, Oregon State University
harrison.253@gmail.com
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