spautoreg

[Simone Angioloni]

I am estimating a SAR model and other spatial regression models. I used spmlreg for them and the estimation worked well. Just to be sure, I wrote my own code with Mata and I have the same results. So, I would like to use the command spautoreg especially because it has a bunch of options. However, Stata says that the log likelihood function has a discontinuity. I think I have a problem with the installation and my Stata version (11). I am sure that the LLF does not have a discontinuity since spmlreg and my own code give the same results without problems. Any help will be appreciated. Thanks. Simone