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  • What is the full name of the GSPRE model in the spatial econometric models?

    The xsmle command can perform the following spatial econometric model analysis:
    i.e. SAR, SDM, SAC, SEM and GSPRE.
    Spatial Autoregressive Model, SAR
    Spatial Autocorrelation Model,SAC
    Spatial Error Model, SEM
    Spatial Durbin Model, SDM
    ??? , GSPRE
    What is the full name of the GSPRE model? Maybe G is for generalize, S is for spatial, P is for Poisson, or SP is for Semiparametric.

    I have searched the network and forums but no results were found.
    Can you help? It would be better if there is an introduction link or website of the GSPRE model.
    Thank you for your help.

    Last edited by fu gang; 24 Nov 2021, 15:32.

  • #2
    GSPRE: Generalized Spatial Panel Data Model with Random Effects. https://ideas.repec.org/p/max/cprwps...vk_sa=1025845k

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    • #3
      Thank you for your reply,Thank you very much.
      I believe your answer is correct, but how to prove it, I want to confirm this result. From the article you provided, I can’t tell whether there is such an appearance as (Spatial Error Model, SEM) in the article.
      Is there any other more direct proof that GSPRE is the abbreviation of Generalized Spatial Panel Data Model with Random Effects

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      • #4
        Code:
        help xsmle
        Or if you haven't installed it
        Code:
        search xsmle
        and read carefully the Abstract.
        Econometricians have begun to devote more attention to spatial interactions when carrying out applied econometric studies. We provide the new Stata command -xsmle-, which fits fixed and random-effects spatial models for balanced panel data for a wide range of specifications: Spatial Autoregressive Model (SAR), Spatial Error Model (SEM), Spatial Durbin Model (SDM), Spatial Autoregressive Model with Autoregressive Disturbances (SAC), Generalized Spatial Random-effects Model (GSPRE). -xsmle- allows to specify the weighting matrix as a Stata matrix or a -spmat- object. Furthermore, -xsmle- computes direct, indirect and total spatial effects according to LeSage (2008), implements Lee and Yu (2010) data transformation for fixed-effects models and may be used with the -mi- prefix command when the panel is unbalanced.

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        • #5
          Thank you for your reply. I know the help command and I have run help xsmle before, but I didn’t see the information. I missed the most important information. I should be more careful.
          Thank you very much.

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