Comparing Implementations of Estimation Methods for Spatial Econometrics

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《Comparing Implementations of Estimation Methods for Spatial Econometrics》

此篇论文发表在2015年Journal of Statistical Software上。作者比较分析了用四种计算编程语言／统计计量软件 （MATLAB，Python，Stata，和R） 所生成的空间计量模型（广义矩估计法和最大似然估计法）结果。

简介

Recent advances in the implementation of spatial econometrics model estimation tech-niques have made it desirable to compare results, which should correspond between im-plementations across software applications for the same data. These model estimationtechniques are associated with methods for estimating impacts (emanating effects), whichare also presented and compared. This review constitutes an up-to-date comparison ofgeneralized method of moments and maximum likelihood implementations now available.The comparison uses the cross-sectional US county data set provided by Drukker, Prucha,and Raciborski (2013d). The comparisons will be cast in the context of alternatives using the MATLAB Spatial Econometrics toolbox, Stata's user-written sppack commands, Python with PySAL and R packages including spdep,sphet and McSpatia.

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关键词：econometrics Econometric Implementa Estimation implement desirable software Software between compare