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ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models

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Author Info

  • P. Wilner Jeanty

    ()
    (The Kinder Institute for Urban Research/Hobby Center for the Study of Texas, Rice University)

Abstract

anketest 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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File URL: http://fmwww.bc.edu/repec/bocode/a/anketest.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/a/anketest.hlp
File Function: help file
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457113.

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Programming language: Stata
Requires: Stata version 9.2
Date of creation: 26 Jan 2010
Date of revision: 11 Mar 2010
Handle: RePEc:boc:bocode:s457113

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
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: spatial autocorrelation; OLS; IV; IV-SAR; SAR;

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