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

P. Wilner Jeanty ()

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.2
Keywords: spatial autocorrelation; OLS; IV; IV-SAR; SAR (search for similar items in EconPapers)
Date: 2010-01-26, Revised 2010-03-11
Note: This module should be installed from within Stata by typing "ssc install anketest". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (3)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/anketest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/anketest.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457113

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