xttest2 module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model
xttest3 module to compute Modified Wald statistic for groupwise heteroskedasticity
找到了命令，但是不知道怎么用
*-SDM估计
xsmle y x1 x2 x3, wmat(W) model(sdm) fe type(both) robust nolog
eatat ic
***Test for SAR
test [Wx]x1=[Wx]x2=[Wx]x3=0
***Test for SEM
testnl ([Wx]x1=-[Spatial]rho*[Main]x1) ([Wx]x2=-[Spatial]rho*[Main]x2) ([Wx]x3=-[Spatial]rho*[Main]x3)
***Test for SAC
qui xsmle y x1 x2 x3, wmat(W) emat(W) model(sac) fe type(both) robust nolog
estat ic
扫码加好友，拉您进群
全部版块
我的主页
收藏
