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Re: st: spreg gs2sls


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: spreg gs2sls
Date   Wed, 6 Mar 2013 10:50:07 -0600

There are two -spreg-s.

1.  spreg from http://www-personal.umich.edu/~wmacmill/stata/spreg
    spreg.  Package to analyze models of spatial interdependence. /
    Programming by William D. MacMillan, Jude Hays, and Rob Franzese....


2.  -spreg- is also part of the sppack module for cross-section
spatial-autoregressive models by David Drukker, Hua Peng, Ingmar
Prucha, and Rafal Raciborski

DESCRIPTION/AUTHOR(S)

       The spmat, spreg and spivreg commands create spatial-weighting
      matrices, manage spatial-weighting matrices, and estimate the
      parameters of cross-sectional spatial-autoregressive models with
      spatial-autoregressive disturbances that may contain additional
      endogenous covariates.  The estimation method is either maximum
      likelihood or generalized spatial two-stage least squares. The
      working papers that document these commands are available at
      http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf,
      http://econweb.umd.edu/~prucha/Papers/WP_spreg_2011.pdf, and
      http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf .


Scott


On Wed, Mar 6, 2013 at 9:33 AM, William Buchanan
<william@williambuchanan.net> wrote:
> 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
>
>

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