ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models
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.
|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: |
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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