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RE: st: spatial weight matrix in stata


From   Ajita Atreya <ajita63@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: spatial weight matrix in stata
Date   Sun, 6 Nov 2011 15:40:12 +0000

Thank You Dr. Yuval for your response. 
Each observation in my dataset refers to specific properties sold at different times  (panel data) . I ran regression generating regional dummies but now I want  robustness test to these results so wanted to run spatial lag and spatial error dependence regressions using SPreg command in stata. I have found a way to generate spatial weight matrix using SPmat in stata but I am getting a warning : spatial weight matrix contains 5123 islands. If anyone knows how to fix this problem I would really appreciate your help.
Thank youAjita

----------------------------------------
> Date: Sun, 6 Nov 2011 12:35:52 +0200
> Subject: Re: st: spatial weight matrix in stata
> From: yuval.arbel@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Ajita,
>
> Generally speaking, you need to provide stata the weights by yourself.
>
> If each observation in the sample is average data for each census
> tract - you need to correct for hetheroskedasticity by multiplying
> each observation in the square root of the population size for each
> census tract.
>
> If each of your observation is not average but rather refers to
> specific properties - you can generate regional dummy variables and
> run -heckman-
>
> Finally, if your data is panel - you can use the -xtreg- command and
> run a fixed-effect model, which is also based on regional dummies
>
>
>
> On Sat, Nov 5, 2011 at 8:02 PM, Ajita Atreya <ajita63@hotmail.com> wrote:
> > Hi,
> > I am trying to run spatial hedonic model. For that I need a spatial weight matrix. I have data on 24000 observations of property prices, the parcel number, lat  and long associated , census tract numbers, structural attributes, location attributes. It it possible to make a spatial weight matrix in stata for my dataset???
> > Thank you in advance for your help
> > Ajita
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >
>
>
>
> --
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street, Haifa, Israel
> e-mail: yuval.arbel@gmail.com
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
 		 	   		  
*
*   For searches and help try:
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