GMM method for a spatial error model with homoskedasticity, regimes and endogenous variables. Spreg.GM_Endog_Error_Hom_Regimes(y, x, yend, …) GMM method for a spatial error model with regimes and endogenous variables, with results and diagnostics based on Kelejian and Prucha (1998, 1999). GMM method for a spatial lag and error model with heteroskedasticity, regimes and endogenous variables, with results and diagnostics based on Arraiz et al, following Anselin. Spreg.GM_Combo_Het_Regimes(y, x, regimes) GMM method for a spatial lag and error model with homoskedasticity, regimes and endogenous variables, with results and diagnostics based on Drukker et al. Spreg.GM_Combo_Hom_Regimes(y, x, regimes) GMM method for a spatial lag and error model with regimes and endogenous variables, with results and diagnostics based on Kelejian and Prucha (1998, 1999). GMM method for a spatial error model with homoskedasticity, with regimes, results and diagnostics based on Drukker et al. Spreg.GM_Error_Hom_Regimes(y, x, regimes, w) GMM method for a spatial error model with heteroskedasticity and regimes based on Arraiz et al, following Anselin. Spreg.GM_Error_Het_Regimes(y, x, regimes, w) GMM method for a spatial error model with regimes, with results and diagnostics based on Kelejian and Prucha (1998, 1999). Spatial two stage least squares (S2SLS) with regimes ML estimation of the spatial error model with regimes (note no consistency checks, diagnostics or constants added) ML estimation of the spatial lag model with regimes (note no consistency checks, diagnostics or constants added). That means that these models allow different coefficient values in distinct subsets of the data. Regimes models are variants of spatial regression models which allow for structural instability in parameters. Spreg.Probit(y, x)Ĭlassic non-spatial Probit and spatial diagnostics. Spreg.ThreeSLS(bigy, bigX, bigyend, bigq) Two stage least squares with results and diagnostics. GMM method for a spatial error model with homoskedasticity and endogenous variables, with results and diagnostics based on Drukker et al. GMM method for a spatial error model with heteroskedasticity and endogenous variables, with results and diagnostics based on, following. GMM method for a spatial error model with endogenous variables, with results and diagnostics based on Kelejian and Prucha (1998, 1999). GMM method for a spatial lag and error model with homoskedasticity and endogenous variables, with results and diagnostics based on Drukker et al. GMM method for a spatial lag and error model with heteroskedasticity and endogenous variables, with results and diagnostics based on, following. GMM method for a spatial lag and error model with endogenous variables, with results and diagnostics based on Kelejian and Prucha (1998, 1999). GMM method for a spatial error model with homoskedasticity, with results and diagnostics based on Drukker et al. GMM method for a spatial error model with heteroskedasticity, with results and diagnostics based on, following. GMM method for a spatial error model, with results and diagnostics based on Kelejian and Prucha (1998, 1999). Spatial two stage least squares (S2SLS) with results and diagnostics Anselin (1988) ML estimation of the spatial error model with all results and diagnostics ML estimation of the spatial lag model with all results and diagnostics Ordinary least squares with results and diagnostics.
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Each of them contains a significant amount of detail in their docstring discussing how they’re used, how they’re fit, and how to interpret the results. These are the standard spatial regression models supported by the spreg package. API reference ¶ Spatial Regression Models ¶
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