clear all log using D:\spregxt.smcl , replace sysuse spregxt.dta, clear local dum "dcs1 dcs2 dcs3 dcs4" * (1) Spatial Panel Lag Model (SAR): spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) test mfx(lin) pmfx predict(Yh) resid(Ue) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) test mfx(log) pmfx predict(Yh) resid(Ue) tolog spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) test mfx(lin) pmfx aux(`dum') spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sar) test mfx(lin) pmfx predict(Yh) resid(Ue) tobit ll(0) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sar) test mfx(lin) pmfx predict(Yh) resid(Ue) tobit ll(3) * (2) Spatial Panel Error Model (SEM): spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sem) test mfx(lin) predict(Yh) resid(Ue) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sem) test mfx(log) predict(Yh) resid(Ue) tolog spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sem) test mfx(lin) predict(Yh) resid(Ue) tobit ll(0) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sem) test mfx(lin) predict(Yh) resid(Ue) tobit ll(3) * (3) Spatial Panel Durbin Model (SDM): spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) pmfx predict(Yh) resid(Ue) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) test mfx(log) pmfx predict(Yh) resid(Ue) tolog spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) pmfx aux(`dum') spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) pmfx predict(Yh) resid(Ue) tobit ll(0) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) pmfx predict(Yh) resid(Ue) tobit ll(3) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) aux(`dum') test mfx(lin) pmfx spregxt y x1 x2 dcs1-dcs5 , nc(7) wmfile(SPWxt) model(sdm) noconst * (4) Spatial Panel AutoCorrelation Model (SAC): spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sac) test mfx(lin) pmfx predict(Yh) resid(Ue) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sac) test mfx(log) pmfx predict(Yh) resid(Ue) tolog spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sac) test mfx(lin) pmfx predict(Yh) resid(Ue) tobit ll(0) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sac) test mfx(lin) pmfx predict(Yh) resid(Ue) tobit ll(3) * (5) (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression *** YOU MUST HAVE DIFFERENT Weighted Matrixes Files: * (m-STAR) Lag Model * (5-1) *** rum mstar in 1st nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstar) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstar) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstar) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstar) mfx(lin) pmfx mhet(x1 x2) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt1) nwmat(1) model(mstar) mfx(lin) pmfx tobit ll(0) test * (5-2) *** Import 1 Weight Matrix, and rum mstar in 2nd nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstar) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstar) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstar) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstar) mfx(lin) pmfx mhet(x1 x2) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt2) nwmat(2) model(mstar) mfx(lin) pmfx tobit ll(0) test * (5-3) *** Import 1,2 Weight Matrixes, and rum mstar in 3rd nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstar) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstar) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstar) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstar) mfx(lin) pmfx mhet(x1 x2) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt3) nwmat(3) model(mstar) mfx(lin) pmfx tobit ll(0) test * (5-4) *** Import 1,2,3 Weight Matrixes, and rum mstar in 4th nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstar) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstar) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstar) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstar) mfx(lin) pmfx mhet(x1 x2) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt4) nwmat(4) model(mstar) mfx(lin) pmfx tobit ll(0) test * (6) (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression *** YOU MUST HAVE DIFFERENT Weighted Matrixes Files: * (m-STAR) Durbin Model * (6-1) *** rum mstar in 1st nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstard) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstard) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstard) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) model(mstard) mfx(lin) pmfx mhet(x1 x2) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt1) nwmat(1) model(mstard) mfx(lin) pmfx tobit ll(0) test * (6-2) *** Import 1 Weight Matrix, and rum mstar in 2nd nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstard) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstard) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstard) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) model(mstard) mfx(lin) pmfx mhet(x1) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt2) nwmat(2) model(mstard) mfx(lin) pmfx tobit ll(0) test * (6-3) *** Import 1,2 Weight Matrixes, and rum mstar in 3rd nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstard) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstard) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstard) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) model(mstard) mfx(lin) pmfx mhet(x1) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt3) nwmat(3) model(mstard) mfx(lin) pmfx tobit ll(0) test * (6-4) *** Import 1,2,3 Weight Matrixes, and rum mstar in 4th nwmat spregxt y x1 x2 , nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , nc(7) wmfile(SPWmxt2) nwmat(2) spregxt y x1 x2 , nc(7) wmfile(SPWmxt3) nwmat(3) spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstard) mfx(lin) pmfx dist(norm) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstard) mfx(lin) pmfx dist(exp) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstard) mfx(lin) pmfx dist(weib) test spregxt y x1 x2 , nc(7) wmfile(SPWmxt4) nwmat(4) model(mstard) mfx(lin) pmfx mhet(x1) test spregxt ys x1 x2, nc(7) wmfile(SPWmxt4) nwmat(4) model(mstard) mfx(lin) pmfx tobit ll(0) test * (7) Weighted Spatial Panel Models: spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) test mfx(lin) pmfx wvar(x1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sem) test mfx(lin) pmfx wvar(x1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) pmfx wvar(x1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sac) test mfx(lin) pmfx wvar(x1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(mstar) mfx(lin) pmfx nw(1) test wvar(x1) * (8) Spatial Panel Exponential Regression Model spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) dist(exp) test mfx(lin) pmfx spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sem) dist(exp) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) dist(exp) test mfx(lin) pmfx spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sac) dist(exp) test mfx(lin) pmfx * (9) Spatial Panel Weibull Regression Model spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) dist(weib) test mfx(lin) pmfx spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sem) dist(weib) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) dist(weib) test mfx(lin) pmfx spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sac) dist(weib) test mfx(lin) pmfx * (10) Spatial Panel Tobit - Truncated Dependent Variable (ys) spregxt ys x1 x2 , nc(7) wmfile(SPWxt) model(sar) test mfx(lin) pmfx spregxt ys x1 x2 , nc(7) wmfile(SPWxt) model(sem) test mfx(lin) spregxt ys x1 x2 , nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) pmfx spregxt ys x1 x2 , nc(7) wmfile(SPWxt) model(sac) test mfx(lin) pmfx spregxt ys x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) test mfx(lin) run(xttobit) spregxt ys x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) test mfx(lin) run(xttobit) * (11) Spatial Panel Multiplicative Heteroscedasticity spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sar) mhet(x1 x2) test mfx(lin) pmfx spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdm) mhet(x1 x2) test mfx(lin) pmfx * (12) Generalized Spatial Panel Autoregressive Models spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(spgmm) test mfx(lin) gmm(1) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(spgmm) test mfx(lin) gmm(2) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(spgmm) test mfx(lin) gmm(3) * (13) Tobit Spatial Panel Autoregressive Generalized Method of Moments spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(spgmm) gmm(1) tobit ll(0) test mfx(lin) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(spgmm) gmm(2) tobit ll(0) test mfx(lin) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(spgmm) gmm(3) tobit ll(0) test mfx(lin) * (14) Generalized Spatial Panel 2SLS Models spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2sls) test mfx(lin) endog(y2) inst(x3 x4) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2sls) order(1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2sls) order(2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2sls) order(3) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2sls) order(4) test mfx(lin) xtset id t * (15) Generalized Spatial Panel Autoregressive 2SLS Models spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2slsar) test mfx(lin) endog(y2) inst(x3 x4) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2slsar) order(1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2slsar) order(2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2slsar) order(3) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gs2slsar) order(4) test mfx(lin) * (16) Spatial Panel Random-Effets Multiplicative Heteroscedasticity spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (17) Spatial Panel Lag Regression Models (SAR) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtbe) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtbem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtfe) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtfem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtfm) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtpa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmle) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtrc) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtre) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtrem) test mfx(lin) ridge(grr1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtgls) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtkmhomo) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtkmhet1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtkmhet2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtparks) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmg) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtpcse) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtregar) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtabond) inst(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtdpdsys) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtdpd) dgmmiv(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtdhp) re test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtfrontier) ti test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtfrontier) tvd test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtfrontier) ti cost test mfx(lin) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sarxt) run(xttobit) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sarxt) run(xtmlh) test mfx(lin) mhet(x1 x2) * (18) Spatial Panel Lag Regression Models (SAR): Ridge spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (19) Spatial Panel Lag Regression Models (SAR): Ridge & Weighted spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtmlh) test mfx(lin) mhet(x1 x2) * (20) Spatial Panel Durbin Regression Models (SDM) local dum "dcs1 dcs2 dcs3 dcs4" spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtbe) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtbem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtfe) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtfem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtfm) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtpa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmle) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtrc) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtre) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtrem) test mfx(lin) ridge(grr1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtgls) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtkmhomo) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtkmhet1) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtkmhet2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtparks) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmg) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtpcse) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtregar) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtabond) inst(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtdpdsys) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtdpd) dgmmiv(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtdhp) re test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2, nc(7) wmfile(SPWxt) model(sdmxt) run(xtfrontier) ti test mfx(lin) spregxt y x1 x2, nc(7) wmfile(SPWxt) model(sdmxt) run(xtfrontier) tvd test mfx(lin) spregxt y x1 x2, nc(7) wmfile(SPWxt) model(sdmxt) run(xtfrontier) ti cost test mfx(lin) spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(sdmxt) run(xttobit) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlh) test mfx(lin) mhet(x1 x2) * (21) Spatial Panel Durbin Regression Models (SDM): Ridge spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (22) Spatial Panel Durbin Regression Models (SDM): Ridge & Weighted spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtmlh) test mfx(lin) mhet(x1 x2) * (23) Non Spatial Panel Regression Models spregxt y x1 x2 , nc(7) model(ols) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtbe) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtbem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtfe) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtfem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtfm) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtpa) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtmle) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtrc) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtre) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtrem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtgls) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtkmhomo) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtkmhet1) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtkmhet2) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtparks) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtmg) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtpcse) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtregar) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtabond) inst(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtdpdsys) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtdpd) dgmmiv(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtdhp) re test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtfrontier) ti test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtfrontier) tvd test mfx(lin) spregxt y x1 x2 , nc(7) model(ols) run(xtfrontier) ti cost test mfx(lin) spregxt ys x1 x2, nc(7) model(ols) run(xttobit) * (24) Non Spatial Panel Regression Models spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) model(ols) run(xtmlh) mhet(x1 x2) test mfx(lin) * (25) Non Spatial Panel Regression Models: Ridge & Weighted spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtmlh) mhet(x1 x2) test mfx(lin) * (26) Spatial Panel Lag Regression Models (SAR): Ridge spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (27) Spatial Panel Geographically Weighted Regressions (GWR) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(ols) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtbe) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtbem) ridge(grr1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtfe) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtfem) ridge(grr1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtfm) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtpa) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtwem) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtmle) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtam) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtbn) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xthh) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtrc) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtre) hausman spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtrem) hausman ridge(grr1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtsa) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtmlem) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtwh) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtgls) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtkmhomo) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtkmhet1) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtkmhet2) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtparks) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtmg) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtpcse) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtregar) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtabond) inst(x1 x2) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtdhp) re spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtdpd) dgmmiv(x1 x2) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtdpdsys) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtmln) spregxt y x1 x2 , nc(7) wmfile(SPWxt) model(gwr) run(xtmlh) mhet(x1 x2) spregxt y x1 x2, nc(7) wmfile(SPWxt) model(gwr) run(xtfrontier) ti spregxt y x1 x2, nc(7) wmfile(SPWxt) model(gwr) run(xtfrontier) tvd spregxt y x1 x2, nc(7) wmfile(SPWxt) model(gwr) run(xtfrontier) ti cost spregxt ys x1 x2, nc(7) wmfile(SPWxt) model(gwr) run(xttobit) * (28) Create Spatial Panel Weight Variables: spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(1) list list w1y_* w1x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(1) stand inv list list w1y_* w1x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(1) stand inv2 list list w1y_* w1x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(1) stand list list w1y_* w1x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(2) list list w1y_* w1x_* w2x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(2) stand list list w1y_* w1x_* w2x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(3) list list w1y_* w1x_* w2x_* w3x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(3) stand list list w1y_* w1x_* w2x_* w3x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(4) list list w1y_* w1x_* w2x_* w3x_* w4x_* spregxt y x1 x2 , nc(7) model(gs2sls) wmfile(SPWxt) order(4) stand list list w1y_* w1x_* w2x_* w3x_* w4x_* * (29) Create Panel Data Dummy Variables: spregxt y x1 x2, nc(7) dumcs(Dum_cs) spregxt y x1 x2, nc(7) dumts(Dum_ts) spregxt y x1 x2, nc(7) dumcs(Dum_cs) dumts(Dum_ts) ************************************************** *** NO Constant Option: ************************************************** * (1) Spatial Panel Lag Model (SAR): spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) test mfx(lin) predict(Yh) resid(Ue) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) test mfx(log) predict(Yh) resid(Ue) tolog spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) test mfx(lin) aux(`dum') spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(sar) test mfx(lin) predict(Yh) resid(Ue) tobit ll(0) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(sar) test mfx(lin) predict(Yh) resid(Ue) tobit ll(3) * (3) Spatial Panel Durbin Model (SDM): spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) predict(Yh) resid(Ue) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(log) predict(Yh) resid(Ue) tolog spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) aux(`dum') spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) predict(Yh) resid(Ue) tobit ll(0) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) predict(Yh) resid(Ue) tobit ll(3) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) aux(`dum') test mfx(lin) spregxt y x1 x2 dcs1-dcs5 , noconst nc(7) wmfile(SPWxt) model(sdm) * (5) (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression *** YOU MUST HAVE DIFFERENT Weighted Matrixes: * (5-1) *** rum mstar in 1st nwmat spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt1) nwmat(1) model(mstar) mfx(lin) pmfx test * (5-2) *** Import 1 Weight Matrix, and rum mstar in 2nd nwmat spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt2) nwmat(2) model(mstar) mfx(lin) pmfx test * (5-3) *** Import 1,2 Weight Matrixes, and rum mstar in 3rd nwmat spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt2) nwmat(2) spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt3) nwmat(3) model(mstar) mfx(lin) pmfx test * (5-4) *** Import 1,2,3 Weight Matrixes, and rum mstar in 4th nwmat spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt1) nwmat(1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt2) nwmat(2) spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt3) nwmat(3) spregxt y x1 x2 , noconst nc(7) wmfile(SPWmxt4) nwmat(4) model(mstar) mfx(lin) pmfx test * (6) Weighted Spatial Panel Models: spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) test mfx(lin) wvar(x1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) wvar(x1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(mstar) mfx(lin) pmfx nw(1) test wvar(x1) * (7) Spatial Panel Exponential Regression Model spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) dist(exp) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) dist(exp) test mfx(lin) * (8) Spatial Panel Weibull Regression Model spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) dist(weib) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) dist(weib) test mfx(lin) * (9) Spatial Panel Tobit - Truncated Dependent Variable (ys) spregxt ys x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) test mfx(lin) spregxt ys x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) test mfx(lin) spregxt ys x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) test mfx(lin) run(xttobit) spregxt ys x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) test mfx(lin) run(xttobit) * (10) Spatial Panel Multiplicative Heteroscedasticity spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sar) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdm) mhet(x1 x2) test mfx(lin) * (11) Generalized Spatial Panel Autoregressive Models spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(spgmm) test mfx(lin) gmm(1) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(spgmm) test mfx(lin) gmm(2) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(spgmm) test mfx(lin) gmm(3) * (12) Tobit Spatial Panel Autoregressive Generalized Method of Moments spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(spgmm) gmm(1) tobit ll(0) test mfx(lin) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(spgmm) gmm(2) tobit ll(0) test mfx(lin) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(spgmm) gmm(3) tobit ll(0) test mfx(lin) * (15) Spatial Panel Random-Effets Multiplicative Heteroscedasticity spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (16) Spatial Panel Lag Regression Models (SAR) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtbem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtfem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtfm) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtrc) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtrem) test mfx(lin) ridge(grr1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtgls) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtkmhomo) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtkmhet1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtkmhet2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtparks) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtpcse) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtabond) inst(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtdpdsys) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtdpd) dgmmiv(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtfrontier) ti test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtfrontier) tvd test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtfrontier) ti cost test mfx(lin) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(sarxt) run(xttobit) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (16) Spatial Panel Lag Regression Models (SAR): Ridge spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (16) Spatial Panel Lag Regression Models (SAR): Ridge & Weighted spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sarxt) run(xtmlh) test mfx(lin) mhet(x1 x2) * (17) Spatial Panel Durbin Regression Models (SDM) local dum "dcs1 dcs2 dcs3 dcs4" spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtbem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtfem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtfm) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtrc) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtrem) test mfx(lin) ridge(grr1) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtgls) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtkmhomo) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtkmhet1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtkmhet2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtparks) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtpcse) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtabond) inst(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtdpdsys) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtdpd) dgmmiv(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2, noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtfrontier) ti test mfx(lin) spregxt y x1 x2, noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtfrontier) tvd test mfx(lin) spregxt y x1 x2, noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtfrontier) ti cost test mfx(lin) spregxt ys x1 x2, noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xttobit) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (17) Spatial Panel Durbin Regression Models (SDM): Ridge spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sdmxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (17) Spatial Panel Durbin Regression Models (SDM): Ridge & Weighted spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) weight(x) wvar(x1) model(sdmxt) run(xtmlh) test mfx(lin) mhet(x1 x2) * (18) Non Spatial Panel Regression Models spregxt y x1 x2 , noconst nc(7) model(ols) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtbem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtfem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtfm) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtrc) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtrem) ridge(grr1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtgls) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtkmhomo) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtkmhet1) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtkmhet2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtparks) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtpcse) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtabond) inst(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtdpdsys) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtdpd) dgmmiv(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtmlh) mhet(x1 x2) test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtfrontier) ti test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtfrontier) tvd test mfx(lin) spregxt y x1 x2 , noconst nc(7) model(ols) run(xtfrontier) ti cost test mfx(lin) spregxt ys x1 x2, noconst nc(7) model(ols) run(xttobit) test mfx(lin) * (18) Non Spatial Panel Regression Models: Ridge spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) model(ols) run(xtmlh) mhet(x1 x2) test mfx(lin) * (18) Non Spatial Panel Regression Models: Ridge & Weighted spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) ridge(grr1) weight(x) wvar(x1) model(ols) run(xtmlh) mhet(x1 x2) test mfx(lin) * (18) Spatial Panel Lag Regression Models (SAR): Ridge spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(ols) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtfem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtam) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtbn) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xthh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtrem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtsa) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlem) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtwh) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmln) test mfx(lin) spregxt y x1 x2 , noconst nc(7) wmfile(SPWxt) ridge(grr1) model(sarxt) run(xtmlh) mhet(x1 x2) test mfx(lin) * (19) Spatial Panel Autoregressive Generalized Method of Moments (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 clear all sysuse spregxt1.dta, clear spregxt y x1 , wmfile(SPWxt1) nc(100) model(spgmm) gmm(1) stand spregxt y x1 , wmfile(SPWxt1) nc(100) model(spgmm) gmm(2) stand spregxt y x1 , wmfile(SPWxt1) nc(100) model(spgmm) gmm(3) stand * Results of model(spgmm) with gmm(3) option is identical to: * http://econweb.umd.edu/~prucha/STATPROG/PANOLS/PROGRAM3(L3).log log close