API Reference

Every exported name, grouped by the part of the package it belongs to. Variant and fixed-effects arguments are the shared tags under Variants & Specification Tags, usable unqualified in any call.

Submodules are not exported, so nothing here needs a module prefix; see Getting Started for the reasoning.

• Variants & Specification Tags — Shared tag types.
• Cross-Sectional Models — Cross-sectional SAR and SDM by concentrated maximum likelihood, and the effects decomposition that makes their coefficients interpretable.
• Static Spatial Panels — Static spatial panels with fixed effects.
• Dynamic Spatial Panels — Panels carrying both a time lag and a spatial lag, with bias correction.
• GS2SLS / SARAR Panels — Instrumental-variables estimation of SARAR panels with endogenous regressors.
• Dynamic Panel GMM — Arellano-Bond and Blundell-Bond GMM for dynamic panels.
• Spatial Error Models — Models placing the dependence in the disturbance rather than in y.
• Higher-Order Models — SLX, SAC/SARAR and SDEM specifications.
• Spatial Regime Models — Coefficients that differ across groups of units, with SKATER regionalization.
• Spatial Discrete Choice — Spatial probit and ordered probit, by linearized GMM and by Gibbs sampling.
• Spatial Filtering — Eigenvector spatial filtering (ESF) and its random-effects variant.
• Geographically Weighted Regression — GWR and multiscale GWR: coefficient surfaces rather than single coefficients.
• Gravity & Flow Models — PPML and negative binomial gravity models with high-dimensional fixed effects.
• Spatial Diagnostics — Moran's I, Geary's c, LISA and the Anselin LM specification battery.
• Panel Diagnostics — Hausman, Chow and joint LM tests for panels.
• Model Selection — Information criteria and tests for choosing between specifications.
• Weight Matrices — Constructing, standardizing, inspecting and reading weight matrices.
• Robust Inference — Driscoll-Kraay and Conley spatial HAC covariance estimators.
• Simulation & Power Analysis — Six data-generating processes, Monte Carlo experiments and power curves.
• Calibration & Input-Output — GRAS and cross-entropy matrix balancing, and SAM multipliers.
• Formula Interface — The @formula terms this package adds, and panel reordering.
• Output & Tables — Coefficient tables and LaTeX / CSV / Markdown export.
• Package-Level & Extensions — functions on the package itself and the extension entry points.

@formula is re-exported from StatsModels.jl; see slag, fe and endo for the spatial terms this package adds to it.