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The Stata Journal
Volume 13 Number 2: pp. 221-241



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Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

David M. Drukker
StataCorp
College Station, TX
ddrukker@stata.com
Ingmar R. Prucha
Department of Economics
University of Maryland
College Park, MD
prucha@econ.umd.edu
Rafal Raciborski
StataCorp
College Station, TX
rraciborski@stata.com
Abstract.  We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-autoregressive model with spatial-autoregressive disturbances.
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View all articles by these authors: David M. Drukker, Ingmar R. Prucha, Rafal Raciborski

View all articles with these keywords: spreg, spatial-autoregressive models, Cliff–Ord models, maximum likelihood estimation, generalized spatial two-stage least squares, in-stru-men-tal-variable estimation, generalized method of moments estimation, prediction, spatial econometrics, spatial statistics

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