文章基本信息

标题：Comparing Implementations of Estimation Methods for Spatial Econometrics
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作者：Roger Bivand ; Gianfranco Piras
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2015
卷号：63
期号：1
页码：1-36
语种：English
出版社：University of California, Los Angeles
摘要：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.