ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models
Abstractanketest calculates Moran's I and Lagrange Multiplier test statistics and p-values to test for spatial autocorrelation in the residuals of Ordinary Least Squares (OLS), spatial autoregressive (SAR), and instrumental variable models with or without spatially lagged variables (IV or IV-SAR). anketest requires a spatial weights matrix which may exist as a Stata matrix or a Mata file.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457113.
Programming language: Stata
Requires: Stata version 9.2
Date of creation: 26 Jan 2010
Date of revision: 11 Mar 2010
Note: This module should be installed from within Stata by typing "ssc install anketest". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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