Is there a way to estimate a model with (1) a spatially lagged dependent variable, (2) spatially lagged independent variables, and (3) spatial errors? Using xsmle, the sdm model incorporates 1 and 2 and the sac model incorporates 1 and 3, but I can’t seem to figure out how to include 1, 2, and 3 simultaneously. It seems there is a way using spxtregress but that command seems really buggy (separate post). If you have a guess, please let me know.
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