Comparing Implementations of Estimation Methods for Spatial Econometrics
Journal article, Peer reviewed
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Original versionJournal of Statistical Software 2015, 63(18)
Recent advances in the implementation of spatial econometrics model estimation tech- niques have made it desirable to compare results, which should correspond between im- plementations 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 us- ing the MATLAB Spatial Econometrics toolbox, Stata 's user-written sppack commands, Python with PySAL and R packages including spdep , sphet and McSpatial .