SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)

spautoreg module to run Spatial (Lag-Error-Durbin-SAC-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit) Regression for cross section data either dependent variable is continuous or truncated and calculate Spatial Autocorrelation LM tests, Jarque-Bera Normality LM Test, Breusch-Pagan Heteroscedasticity LM Test, Total, Direct, and InDirect Marginal Effects and Elasticities, Regression Specification Error Tests (Ramsey RESET), and Functional Form White LM Test. spautoreg can fit continuous and truncated dependent variables models, also fits Autocorrelation (serial correlation) and Heteroscedasticity models in the disturbance term.

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