log using c:\gs2slsar.smcl , replace clear all sysuse gs2slsar.dta, clear * (1) Generalized Spatial Autoregressive 2SLS - AR(1) (gs2slsar) gs2slsar y x1 x2 , wmfile(SPWcs) order(1) mfx(lin) test gs2slsar y x1 x2 , wmfile(SPWcs) order(1) mfx(lin) test aux(x3) gs2slsar y x1 x2 x3 , wmfile(SPWcs) order(1) mfx(lin) test * note the difference of x3 coef with and without aux option. gs2slsar y x1 x2 , wmfile(SPWcs) order(1) mfx(log) test tolog gs2slsar y x1 x2 [weight=x1] , wmfile(SPWcs) order(1) mfx(lin) test * (2) Generalized Spatial Autoregressive 2SLS - AR(2) (gs2slsar) gs2slsar y x1 x2 , wmfile(SPWcs) order(2) mfx(lin) test * (3) Generalized Spatial Autoregressive 2SLS - AR(3) (gs2slsar) gs2slsar y x1 x2 , wmfile(SPWcs) order(3) mfx(lin) test * (4) Generalized Spatial Autoregressive 2SLS - AR(4) (gs2slsar) gs2slsar y x1 x2 , wmfile(SPWcs) order(4) mfx(lin) test * (5) Generalized Spatial Autoregressive GMM - AR(1) (gs2slsar) gs2slsar y x1 x2 , wmfile(SPWcs) order(1) mfx(lin) test model(gmm) * (6) Generalized Spatial Autoregressive LIML - AR(1) (gs2slsar) gs2slsar y x1 x2 , wmfile(SPWcs) order(1) mfx(lin) test model(liml) * Generalized Spatial Autoregressive 2SLS (GS2SLSAR) (Cont.) * This example is taken from Prucha data about: * Generalized Spatial Two-Stage Least Squares Procedures for Estimating * a Spatial Autoregressive Model with Autoregressive Disturbances * More details can be found in: * http://econweb.umd.edu/~prucha/Research_Prog2.htm * Results of (gs2slsar) with order(2) is identical to: * http://econweb.umd.edu/~prucha/STATPROG/2SLS/PROGRAM2.log clear all sysuse gs2slsar1.dta , clear gs2slsar y x1 , wmfile(SPWcs1) order(2) log close