Skip to content
Prev 270 / 29559 Next

spatial 2SLS

I have some functions that implement this. We used them in last summer's
ICPSR spatial regression course. They are not (yet) very user friendly 
and
not up to official R standards yet, but they definitely work.
The functions include:
- standard 2SLS (or IV estimation)
- spatial 2SLS (using WX as instruments for Wy)
- heteroskedastic robust spatial 2SLS (White adjusted variances)
Anyone who wants them and doesn't need a lot of hand holding can e-mail
me directly.
L.
On Dec 13, 2004, at 8:21 AM, Darla Munroe wrote: