*! -sperr_ll- Auxiliary program for -spatreg- *! Version 1.0 - 29 January 2001 *! Author: Maurizio Pisati *! Department of Sociology and Social Research *! University of Milano Bicocca (Italy) *! maurizio.pisati@galactica.it *! * ---------------------------------------------------------------------------- * 1. Define program * ---------------------------------------------------------------------------- program define sperr_ll version 7.0 args lnf $ARGS tempvar L1 L2 qui gen double `L1'=`lambda'*EIGS1 qui gen double `L2'=`lambda'*yLAG1 local NX=colsof(OLSb) local NX=`NX'-1 local NAMES : colnames(OLSb) local i=1 while `i'<=`NX' { local VAR : word `i' of `NAMES' tempvar X`i' qui gen double `X`i''=`beta`i''*`VAR' local LIST1 "`LIST1'`X`i''-" local i=`i'+1 } local i=1 while `i'<=`NX' { tempvar XX`i' qui gen double `XX`i''=`lambda'*`beta`i''*XLAG`i' local LIST2 "`LIST2'`XX`i''+" local i=`i'+1 } qui replace `lnf'=ln(1-`L1')-0.5*ln(2*_pi)-0.5*ln(`sigma'^2)- /* */ (0.5/(`sigma'^2))*((`e(depvar)'-`L2'-`LIST1' /* */ `beta0'+`LIST2'`lambda'*`beta0')^2) end