回复楼上，改做了LR和Wald 检验
xsmle Lngdp Score Goveff SecondaryIndustry Investment Lnpopulation stateowned ,fe model(sdm) wmat(W) type(both) nolog noeffects #sdm模型
est store sdm_a
xsmle Lngdp Score Goveff SecondaryIndustry Investment Lnpopulation stateowned ,fe model(sar) wmat(W) type(both) nolog noeffects #sar模型
est store sar_a
xsmle Lngdp Score Goveff SecondaryIndustry Investment Lnpopulation stateowned ,fe model(sem) emat(W) type(both) nolog noeffects #sem模型
est store sem_a
lrtest sdm_a sar_a #LR test spatial lag
lrtest sdm_a sem_a #LR test spatial error
Wald 检验：
xsmle Lngdp Score Goveff SecondaryIndustry Investment, wmat(W) model(sdm) robust nolog effects fe r #在LR之后
(xsmle y x1 x2 x3 x4)
test [Wx]Score = [Wx]Goveff = [Wx]SecondaryIndustry = [Wx]
