Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Roger Bivand, Gianfranco Piras
Title: Comparing Implementations of Estimation Methods for Spatial Econometrics
Abstract: Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data. These model estimation techniques are associated with methods for estimating impacts (emanating effects), which are also presented and compared. This review constitutes an up-to-date comparison of generalized 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 McSpatial.

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Paper: Comparing Implementations of Estimation Methods for Spatial Econometrics     Download PDF (Downloads: 8182)
Supplements:
v63i18-replication.zip: Replication materials Download (Downloads: 638; 713KB)
spdep_0.5-83.tar.gz: R source package Download (Downloads: 461; 3MB)
sphet_1.6.tar.gz: R source package Download (Downloads: 398; 450KB)
SEtoolbox_local.tar.gz: Modified MATLAB Spatial Econometrics Toolbox Download (Downloads: 572; 5MB)
DOI: 10.18637/jss.v063.i18

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.