外文文献：Spatial Panel Data Models Using Stata

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摘要：xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fixed- and random-effects spatial models for balanced panel data. Of special note is that xsmle allows to handle unbalanced panels thanks to its full compatibility with the mi suiteof commands, to use spatial weight matrices in the form of both Stata matrices and spmat objects, to compute direct, indirect and total marginal effects andrelated standard errors for linear (in variables) specifications, and to exploit a wide range of postestimation features, extending to the panel data case the redictors proposed by Kelejian and Prucha (2007). Moreover, it also allows the use of margins to compute total marginal effects in presence of nonlinear specifications obtained using factor variables. This paper describes the command and all its functionalities using both simulated and real data.有需要的老师同学可以下载

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关键词：panel data Spatial models Using model

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johnrambo123 发表于 2018-8-25 22:51
摘要：xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelih ...

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