Spatial Panel Data Tests

[Yasmine Modeste]

Hello,

I am relatively new to Stata and have been estimating different spatial panels, such as the SDM,SEM,SAC and SAR models using xsmle in version 15.1. I now want to test these models for spatial autocorrelation, heteroscedasticity etc however I am having issues with this as it appears the commands I have been using are more appropriate for cross sectional data. Does anyone have any ideas of what commands I could use to run these tests?

[Gizem KAYA]

Hello,

You may use the other codes such as "spregfext" for SAR and SDM fixed effects model or "spregrext" for SAR and SDM random effects model.
As best to my knowledge, under the regression outputs, this code gives the spatial autocorrelation tests and other diagnostic tests.

[Yasmine Modeste]

Thanks for your message. This has appeared to have done the trick!

[Godfrey Ahabwe Pereza]

Hello, i am new on the forum but with working knowledge of stata. I am trying to analyze technical efficiency using stochastic frontier model to decompose inefficiency into persistent (time invariant), transient (time varying), the heterogeneity, and the statistical noise using panel data and stata15. however i cant find the syntax for estimating the model in a single stage by maximum likelihood procedure. I need your help. Godfrey

[Marcos Almeida]

Welcome to the Stata Forum/ Statalist.

This seems to be a different topic, unrelated to this thread.

My suggestion for you is to open a new thread.

Be sure to select a title which conveys enough information to entice members with expertise in this subject.