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Re: st: spreg gs2sls


From   William Buchanan <william@williambuchanan.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: spreg gs2sls
Date   Wed, 6 Mar 2013 07:33:24 -0800

Please follow the guidance provided in the Statalist FAQ, which you are asked to read when registering for the Statalist.  In the FAQ, you will notice that you should identify where user-written packages come from.  In this case, -spreg- is a beta release from -net describe spreg, from(http://www-personal.umich.edu/~wmacmill/stata/spreg)-.  

If you've installed -spreg- you could look at the help file -help spreg- and find your answer.  

HTH,
Billy



On Mar 6, 2013, at 7:15 AM, Jane Harrison <harrison.253@gmail.com> wrote:

> 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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