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  • Spatial diagnostic tests for panel data

    Dear all,

    I was referring to the manual below:
    https://www.stata.com/manuals/sp.pdf

    But I was not able to find the correct module to test Moran I (of error), Lagrange Multiplier (of lag and error) and Robust Lagrange Multiplier (of lag and error).
    These spatial diagnostic tests will help me to select the right weight and model.

    I have panel data.
    So spmat and xsmle are my keys.
    I have n ids and generated a n*n weight matrix.
    But I am unsure if spatdiag works.

    I will be grateful if you could advise.

    Thank you,

    Sourya
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