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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
College Station, TX
Ingmar R. Prucha
Department of Economics
University of Maryland
College Park, MD
Rafal Raciborski
College Station, TX
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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