log using D:\sptobitmstarhxt.smcl , replace clear all sysuse sptobitmstarhxt.dta, clear * Tobit (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression * (m-STAR) Spatial Lag Panel Multiplicative Heteroscedasticity Models *** YOU MUST HAVE DIFFERENT Weighted Matrixes Files: * (1) *** m-STAR Model sptobitmstarhxt ys x1 x2, nc(7) wmfile(SPWmxt1) nwmat(1) mfx(log) mhet(x1 x2) ll(0) tolog sptobitmstarhxt ys x1 x2, nc(7) wmfile(SPWmxt1) nwmat(1) mfx(lin) mhet(x1 x2) ll(0) sptobitmstarhxt ys x1 x2, nc(7) wmfile(SPWmxt2) nwmat(2) mfx(lin) mhet(x1 x2) ll(0) sptobitmstarhxt ys x1 x2, nc(7) wmfile(SPWmxt3) nwmat(3) mfx(lin) mhet(x1 x2) ll(0) sptobitmstarhxt ys x1 x2, nc(7) wmfile(SPWmxt4) nwmat(4) mfx(lin) mhet(x1 x2) ll(0) * (2) Weighted mSTAR sptobitmstarhxt ys x1 x2 [weight= x1], nc(7) wmfile(SPWmxt1) nwmat(1) mfx(lin) mhet(x1 x2) ll(0) sptobitmstarhxt ys x1 x2 [weight= x1], nc(7) wmfile(SPWmxt2) nwmat(2) mfx(lin) mhet(x1 x2) ll(0) sptobitmstarhxt ys x1 x2 [weight= x1], nc(7) wmfile(SPWmxt3) nwmat(3) mfx(lin) mhet(x1 x2) ll(0) sptobitmstarhxt ys x1 x2 [weight= x1], nc(7) wmfile(SPWmxt4) nwmat(4) mfx(lin) mhet(x1 x2) ll(0) log close