Local Moran's I test

[Madu Abuchi]

The estat moran postestimation command does not work with spxtregress command. Does anyone know how to test and map local moran's I in Stata:

example data below:

copy https://www.stata-press.com/data/r16/homicide_1960_1990.dta .
copy https://www.stata-press.com/data/r16/homicide_1960_1990_shp.dta .
use homicide_1960_1990, clear
xtset _ID year
spset

*Create a contiguity weighting matrix with the default spectral normalization
spmatrix create contiguity W if year == 1990, replace

*Fit a spatial autoregressive random-effects model
spxtregress hrate ln_population ln_pdensity gini i.year, re dvarlag(W)
estat moran, errorlag(W) // this gives an error

[Sebastian Kripfganz]

According to its help file, estat moran is a postestimation command for regress, not spxtregress. It apparently also cannot handle the panel data structure, so you need to run it separately for every year, e.g.

regress hrate ln_population ln_pdensity gini if year == 1990
estat moran, errorlag(W)