clear all
log using c:\gs2slsxt.smcl , replace
 sysuse gs2slsxt.dta, clear
 xtset id t

* (1) Spatial Panel Autoregressive Feasible Generalized Least Squares
gs2slsxt y x1 x2 , wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(spgls)
gs2slsxt y x1 x2 , wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(spgls) gmm(1)
gs2slsxt y x1 x2 , wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(spgls) gmm(2)
gs2slsxt y x1 x2 , wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(spgls) gmm(3)

* (2) Generalized Spatial Panel 2SLS Models
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2sls) order(1)
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2sls) order(2)
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2sls) order(3)
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2sls) order(4)

* (3) Generalized Spatial Panel Autoregressive 2SLS Models
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2slsar) order(1)
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2slsar) order(2)
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2slsar) order(3)
gs2slsxt y x1 x2, wmfile(SPWxt) wmat(W) eigw(eW) id(7) model(gs2slsar) order(4)

* (1) Spatial Panel Autoregressive Feasible Generalized Least Squares (Cont.)
* This example is taken from Prucha data about Spatial Panel Regression.
* More details can be found in: http://econweb.umd.edu/~prucha/Research_Prog3.htm
* Results of model(spgls) with gmm(3) option is identical to:
* http://econweb.umd.edu/~prucha/STATPROG/PANOLS/PROGRAM3(L3).log

clear all
sysuse gs2slsxt1.dta, clear
gs2slsxt y x1 , wmfile(SPWxt1) wmat(W) eigw(eW) id(100) model(spgls) gmm(1)
gs2slsxt y x1 , wmfile(SPWxt1) wmat(W) eigw(eW) id(100) model(spgls) gmm(2)
gs2slsxt y x1 , wmfile(SPWxt1) wmat(W) eigw(eW) id(100) model(spgls) gmm(3)

log close