.. _api_ref: .. currentmodule:: spreg API reference ============= .. _models_api: Spatial Regression Models ------------------------- These are the standard spatial regression models supported by the `spreg` package. Each of them contains a significant amount of detail in their docstring discussing how they're used, how they're fit, and how to interpret the results. .. autosummary:: :toctree: generated/ spreg.OLS spreg.ML_Lag spreg.ML_Error spreg.GM_Lag spreg.GM_Error spreg.GM_Error_Het spreg.GM_Error_Hom spreg.GM_Combo spreg.GM_Combo_Het spreg.GM_Combo_Hom spreg.GM_Endog_Error spreg.GM_Endog_Error_Het spreg.GM_Endog_Error_Hom spreg.TSLS spreg.ThreeSLS Discrete Choice Models ---------------------- .. autosummary:: :toctree: generated/ spreg.Probit Regimes Models --------------- Regimes models are variants of spatial regression models which allow for structural instability in parameters. That means that these models allow different coefficient values in distinct subsets of the data. .. autosummary:: :toctree: generated/ spreg.OLS_Regimes spreg.TSLS_Regimes spreg.ML_Lag_Regimes spreg.ML_Error_Regimes spreg.GM_Lag_Regimes spreg.GM_Error_Regimes spreg.GM_Error_Het_Regimes spreg.GM_Error_Hom_Regimes spreg.GM_Combo_Regimes spreg.GM_Combo_Hom_Regimes spreg.GM_Combo_Het_Regimes spreg.GM_Endog_Error_Regimes spreg.GM_Endog_Error_Hom_Regimes spreg.GM_Endog_Error_Het_Regimes spreg.Skater_reg Seemingly-Unrelated Regressions -------------------------------- Seemingly-unrelated regression models are a generalization of linear regression. These models (and their spatial generalizations) allow for correlation in the residual terms between groups that use the same model. In spatial Seeimingly-Unrelated Regressions, the error terms across groups are allowed to exhibit a structured type of correlation: spatial correlation. .. autosummary:: :toctree: generated/ spreg.SUR spreg.SURerrorGM spreg.SURerrorML spreg.SURlagIV spreg.ThreeSLS Spatial Panel Models -------------------- Spatial panel models allow for evaluating correlation in both spatial and time dimensions. .. autosummary:: :toctree: generated/ spreg.Panel_FE_Lag spreg.Panel_FE_Error spreg.Panel_RE_Lag spreg.Panel_RE_Error spreg.GM_KKP Diagnostics ----------- Diagnostic tests are useful for identifying model fit, sufficiency, and specification correctness. .. autosummary:: :toctree: generated/ spreg.f_stat spreg.t_stat spreg.r2 spreg.ar2 spreg.se_betas spreg.log_likelihood spreg.akaike spreg.schwarz spreg.condition_index spreg.jarque_bera spreg.breusch_pagan spreg.white spreg.koenker_bassett spreg.vif spreg.likratiotest spreg.LMtests spreg.MoranRes spreg.AKtest spreg.sur_setp spreg.sur_lrtest spreg.sur_lmtest spreg.lam_setp spreg.surLMe spreg.surLMlag spreg.constant_check spreg.panel_LMlag spreg.panel_LMerror spreg.panel_rLMlag spreg.panel_rLMerror spreg.panel_Hausman