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Cited by 426

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Spatial Panel-data Models Using Stata

Open access
Belotti, Federico, Hughes, Gordon, Mortari, Andrea Piano·2017·The Stata Journal: Promoting communications on statistics and Stata

Abstract

xsmle is a new user-written command for spatial analysis. We consider the quasi–maximum likelihood estimation of a wide set of both fixed- and random-effects spatial models for balanced panel data. xsmle allows users to handle unbalanced panels using its full compatibility with the mi suite of commands, use spatial weight matrices in the form of both Stata matrices and spmat objects, compute direct, indirect, and total marginal effects and related standard errors for linear (in variables) specifications, and exploit a wide range of postestimation features, including the panel-data case predictors of Kelejian and Prucha (2007, Regional Science and Urban Economics 37: 363–374). Moreover, xsmle allows the use of margins to compute total marginal effects in the presence of nonlinear specifications obtained using factor variables. In this article, we describe the command and all of its functionalities using simulated and real data.

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Metadata

Authors
Belotti, F., Hughes, G., & Mortari, A. P.
Venue
The Stata Journal: Promoting communications on statistics and Stata
Published
2017-03
Volume
17
Issue
1
Pages
139-180
ISSN
  • 1536-867X (ISSN-L)
  • 1536-8734
OpenAlex
W2606106117
Cited by
426
References
24
FWCI
48.83
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Spatial Panel-data Models Using Stata. https://app.cochat.ai/papers/10.1177/1536867x1701700109
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Belotti, F., Hughes, G., & Mortari, A. P. (2017). Spatial Panel-data Models Using Stata. The Stata Journal: Promoting communications on statistics and Stata. https://doi.org/10.1177/1536867x1701700109

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