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st: new package -xsmle- available on SSC

From   Federico Belotti <>
To   Stata List <>
Subject   st: new package -xsmle- available on SSC
Date   Mon, 25 Mar 2013 23:08:35 +0100

Dear Stata listers

Thanks to Kit Baum, the new package -xsmle- is now installable from SSC.

      'XSMLE': module for spatial panel data models estimation

      Econometricians have begun to devote more attention to spatial
      interactions when carrying out applied econometric studies. We
      provide the new Stata command -xsmle-, which fits fixed and
      random-effects spatial models for balanced panel data for a wide
      range of specifications: Spatial Autoregressive Model (SAR),
      Spatial Error Model (SEM), Spatial Durbin Model (SDM), Spatial
      Autoregressive Model with Autoregressive Disturbances (SAC),
      Generalized Spatial Random-effects Model (GSPRE). -xsmle- allows
      to specify the weighting matrix as a Stata matrix or a -spmat-
      object. Furthermore, -xsmle- computes direct, indirect and total
      spatial effects according to LeSage (2008), implements Lee and Yu
      (2010) data transformation for fixed-effects models and may be
      used with the -mi- prefix command when the panel is unbalanced.
      KW: spatial models
      KW: panel data
      KW: spatial autoregression
      Requires: Stata version 10
      Distribution-Date: 20130317
      Author: Federico Belotti, University of Rome Tor Vergata
      Support: email
      Author: Gordon Hughes, University of Edinburgh
      Support: email
      Author: Andrea Piano Mortari, University of Rome Tor Vergata
      Support: email

Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627

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