Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: anketest, ivreg, and spivreg
From
Ashley Arnio <[email protected]>
To
[email protected]
Subject
Re: st: anketest, ivreg, and spivreg
Date
Tue, 12 Apr 2011 10:21:56 -0700 (PDT)
As always, thank you Rafal.
----- Original Message ----
From: "[email protected]" <[email protected]>
To: [email protected]
Sent: Tue, April 12, 2011 10:43:45 AM
Subject: st: anketest, ivreg, and spivreg
Ashley Arnio <[email protected]> has some questions about the user-written
-spivreg- command:
> I have determined from the anketest (using an iv-sar model) that the spatial
> error model may not be suitable for my data. Is it appropriate to use only the
> dlmat option when using spivreg?
Yes.
> Also, I have tried to replicate the results I obtained from spivreg SAR model
> using ivreg with a spatially lagged dependent variable and the results are
> different. Are these two models not equivalent?
The two models are not equivalent. To learn more about the various
spatial-autoregressive models with endogeneous variables Ashley should read
sections 2 and 6.4 of the working paper 'A command for estimating
spatial-autoregressive models with spatial-autoregressive disturbances and
additional endogenous variables' available at
http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf.
--Rafal
[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/