Learn about Spatial autoregressive models.

SAR models for cross-sectional data

• Linear models with autoregressive errors and spatial lags of the dependent and independent variables
• Generalized method of moments estimator GS2SLS (generalized spatial two-stage least squares)
  • Spatial lags and autoregressive error terms given by one or more spatial weighting matrices
  • Heteroskedastic errors
• Maximum-likelihood estimator
  • Robust standard errors
  • Constraints
• Instrumental-variables spatial linear models
• Moran test of residual correlation

SAR models for panel data

• Fixed-effects maximum-likelihood linear models
• Random-effects maximum-likelihood linear models
  • Model panel-level effects as normal i.i.d. or with the same autoregressive form as the time-level errors

Data management for spatial data

• Capabilities for
  • Data with shapefiles
  • Data without shapefiles but including location information
  • Data without shapefiles or location information
• Automatic translation of standard-format shapefiles
• Set coordinates as
  • Planar
  • Latitude and longitude
• Calculate distances
• Automatic balancing of spatial panel data
• Draw choropleth maps