log using c:\spautoreg.smcl , replace
clear all
sysuse spautoreg.dta, clear

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag) mfx(lin) spar(rho) predict(Yh) resid(Eh) order(1) wxlag(1) alltest

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag) mfx(lin) spar(rho) predict(Yh) resid(Eh) order(1) wxlag(1)  alltest stand

* (1) Spatial Lag Model (SAR):

spautoreg y  x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag) mfx(lin) spar(rho) alltest

spautoreg ys x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag) mfx(lin) spar(rho) alltest

spautoreg y  x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag) predict(Yh_Lag) resid(Ue_Lag)

* (2) Spatial Error Model (SEM):

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(error) mfx(lin) lmsp lma lmn lmh reset

* (3) Spatial Durbin Model (SDM):

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(durbin) mfx(lin) spar(rho) lmsp lma lmn lmh reset

* (4) Spatial AutoCorrelation Model (SAC):

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(sac) mfx(lin) spar(rho) lmsp lma lmn lmh

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(sac) mfx(lin) spar(lam) lmsp lma lmn lmh

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(spml) mfx(lin) spar(rho) lmsp lma lmn lmh

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(spgs) mfx(lin) spar(lam) lmsp lma lmn lmh
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(spiv) mfx(lin) spar(rho) lmsp lma lmn lmh

* (5) Spatial GS2SLS - AR(1)

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(gs2sls) order(1) wxlag(1) mfx(lin) lmsp lma lmn lmh lmiden reset

* (6) Spatial GS3SLS - AR(1)

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(gs3sls) order(1) wxlag(1) mfx(lin) lmsp lma lmn lmh reset

* (7) Spatial IV Tobit

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(ivtobit) order(1) wxlag(1) mfx(lin) lmsp lma lmn lmh reset

* (8) Spatial Multiplicative Heteroscedasticity

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag) spar(rho) mhet(x1 x2) mfx(lin) lmsp lma lmn lmh reset

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(durbin) spar(rho) mhet(x1 x2) mfx(lin) lmsp lma lmn lmh reset

* (9) Spatial Autoregressive Feasible Generalized Least Squares

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(spgls) mfx(lin) lmsp lma lmn lmh reset

* (10) Generalized Spatial Autoregressive 2SLS Model

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(spgsar) mfx(lin) lmsp lma lmn lmh reset

* (11) Spatial Exponential Regression Model

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag)    dist(exp)
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(error)  dist(exp)
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(durbin) dist(exp)
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(sac)    dist(exp)

* (12) Spatial Weibull Regression Model

spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(lag)    dist(weib)
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(error)  dist(weib)
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(durbin) dist(weib)
spautoreg y x1 x2 , wmfile(SPW) wmat(W) eigw(eW) model(sac)    dist(weib)

log close