log using c:\gs3sls.smcl , replace clear all sysuse gs3sls.dta, clear * Y1 = Y2 X1 X2 * Y2 = Y1 X3 X4 * (1) Generalized Spatial 3SLS - AR(1) (GS3SLS) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(1) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(2) order(1) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(1) mfx(lin) test aux(x5) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(1) mfx(log) test tolog * (2) Generalized Spatial 3SLS - AR(2) (GS3SLS) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(2) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(2) order(2) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(2) mfx(lin) test aux(x5) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(2) mfx(log) test tolog * (3) Generalized Spatial 3SLS - AR(3) (GS3SLS) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(3) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(2) order(3) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(3) mfx(lin) test aux(x5) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(3) mfx(log) test tolog * (4) Generalized Spatial 3SLS - AR(4) (GS3SLS) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(4) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(2) order(4) mfx(lin) test gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(4) mfx(lin) test aux(x5) gs3sls y1 x1 x2 , var2(y2 x3 x4) wmfile(SPWcs) eq(1) order(4) mfx(log) test tolog log close