log using c:\gs2slsarxt.smcl , replace clear all sysuse gs2slsarxt.dta, clear * Generalized Spatial Panel Autoregressive Two Stage Least Squares (GS2SLSAR) gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(1) mfx(lin) test be gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(1) mfx(lin) test fe gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(1) mfx(lin) test re gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(1) mfx(log) test re tolog gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(1) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(2) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(3) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(1) order(4) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(2) order(1) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(2) order(2) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(2) order(3) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(2) order(4) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(3) order(1) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(3) order(2) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(3) order(3) mfx(lin) test gs2slsarxt y x1 x2, nc(7) wmfile(SPWxt) gmm(3) order(4) mfx(lin) test log close