Hi, I use xsmle command and db table (e.g spregsemxt) function in STATA to estimate spatial panel data. My problems are:

1. If I use xsmle command, the output given are without information on log likelihood function, moran's I and all the model selection diagnostics criteria. But we enable to specify the time specific effect, random effects and spatial fixed effect in the estimation.

2. If I use db table (e.g spregsemxt), the output complete with statistics and model selection diagnostics, BUT we can not specify the time specific effect, random effects and spatial fixed effect in the estimation.

My question is, what is the best/correct STATA command to get output for likelihood fucntion, moran's I, model selection diagnostics criteria with at the same time we can specify the model either time specific effect, random effects and spatial fixed effect.

Is there any complete reference on how analyse spatial panel data include model estimation and diagnostics?

Any suggestions are welcome and appreciated. Thanks.