spldv (Q109372)

From MaRDI portal
Spatial Models for Limited Dependent Variables
Language Label Description Also known as
English
spldv
Spatial Models for Limited Dependent Variables

    Statements

    0 references
    0.1.1
    9 May 2022
    0 references
    0.1.0
    22 March 2022
    0 references
    0.1.2
    22 September 2023
    0 references
    0.1.3
    11 October 2023
    0 references
    0 references
    11 October 2023
    0 references
    The current version of this package estimates spatial autoregressive models for binary dependent variables using GMM estimators <doi:10.18637/jss.v107.i08>. It supports one-step (Pinkse and Slade, 1998) <doi:10.1016/S0304-4076(97)00097-3> and two-step GMM estimator along with the linearized GMM estimator proposed by Klier and McMillen (2008) <doi:10.1198/073500107000000188>. It also allows for either Probit or Logit model and compute the average marginal effects. All these models are presented in Sarrias and Piras (2023) <doi:10.1016/j.jocm.2023.100432>.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references