xsmle y x1 x2 x3,model(sdm) durbin(x1) wmat(w) dlag(1) robust fe nolog noeffects //时间滞后
xsmle y x1 x2 x3,model(sdm) durbin(x1) wmat(w) dlag(2) robust fe nolog noeffects //空间滞后
xsmle y x1 x2 x3,model(sdm) durbin(x1) wmat(w) dlag(3) robust fe nolog noeffects //时间+空间滞后

谢谢谢谢，大佬