use "D:\StataSE13\StataSE13\hwgdp2.dta", clear
sum gdp2 agg ininv inedu ingov peo
logout, save(Descriptive) word replace:sum pgdp agg ininv inedu ingov peo//保存变量信息,生成word
全局莫兰检验
use "D:\StataSE13\StataSE13\w0.dta", clear
keep s*
save "weight1.dta" ,replace
spatwmat using weight1, name(wst) standardize//标准化矩阵wst
use "D:\StataSE13\StataSE13\hwgdp2.dta", clear
keep if year==2007//莫兰只能检验截面
spatgsa gdp2 agg,w(wst) moran
P大于0，空间集聚，P=0，不存在空间效应，P小于0，空间扩散
1、LM检验
use "D:\StataSE13\StataSE13\w0.dta", clear
keep s*
save "weight1.dta" ,replace
spatwmat using weight1, name(wst) standardize
use "D:\StataSE13\StataSE13\hwgdp2.dta", clear
xtset id year
spwmatrix import using weight1.dta,wname(w6) dta xtw(11)
qui reg gdp2 agg ininv inedu ingov peo//一般面板回归，但是不显示
spatdiag,weights(w6)
P=0，接受空间误差
P≠0，拒绝空间滞后
2、LR检验
本文只检验SEM和SDM
qui xsmle gdp2 agg ininv inedu ingov peo, wmat(wst) model(sdm) fe type(ind) nsim(500) nolog effectsest
est store sdm
qui xsmle gdp2 agg ininv inedu ingov peo , emat(wst) model(sem) fe type(ind) nsim(500) nolog effectsest
est store sem
lrtest sdm sem
P=0,选择杜宾
3、Hausman检验
qui xsmle gdp2 agg ininv inedu ingov peo, wmat(wst) model(sdm) fe type(ind) nsim(500) nolog effectsest
.est sto fe
qui xsmle gdp2 agg ininv inedu ingov peo, wmat(wst) model(sdm) re type(ind) nsim(500) nolog effectsest
est sto re
负数，则个体固定效应，故用fe。