spldv

CRANspldvMaRDI QIDQ109372FDOQ109372

Spatial Models for Limited Dependent Variables

Mauricio Sarrias, Gianfranco Piras

Last update: 11 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.1, 0.1.0, 0.1.2, 0.1.3

Description

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>.

Cites work

• Contracting in space: An application of spatial statistics to discrete-choice models
• Clustering of Auto Supplier Plants in the United States
• GMM Estimators for Binary Spatial Models in R
• One or two-step? Evaluating GMM efficiency for spatial binary probit models

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