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Re: st: anyone using xsmle-pls help


From   Federico Belotti <f.belotti@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: anyone using xsmle-pls help
Date   Wed, 15 May 2013 15:51:11 +0200

Dear Ken

Your conformability error is due to the size of the spatial weights matrix.  
-xsmle- requires a (n x n) matrix of spatial weights, where n is the number of units (in your case n=30). This matrix can be a Stata matrix  or a -spmat- object and it may follow any spatial weighting scheme, though it is usual to normalize spatial weights so that either the row or column sums are equal to 1. Furthermore, -xsmle- does not allow the use of multiple W. This means that the spatial weights matrix is forced to be the same for each cross-section and the command will automatically replicate it for all time periods. 

The reason why -xsmle- allows the use of -spmat- objects is to overcome Stata's matrix limits (which depends on Stata's flavor: 40x40 (Small) 800x800 (IC) and 11,000x11,000 (SE or MP)). Thus, bigger matrices can be specified as -spmat- objects.

HTH,
Federico

On May 15, 2013, at 3:19 PM, ken first wrote:

> Dear Stata users,
> 
> could someone please help with this matrix problem? I got this message
> when using xsmle.
> 
> 
> I have a panel data for 10 years and 30 regions.
> 
> 
> 
> First, I have created a panel matrix using spawmat. The matrix is
> similar to the sample file you provided.
> 
> 
> 
> =93spatwmat, name(abc) xcoord( longitude ) ycoord( latitude ) band(0 5)
> standardize
> 
> 
> 
> 1. Inverse distance weights matrix abc (row-standardized)
> 
>   Dimension: 300x300
> 
>   Distance band: 0 < d <=3D 5
> 
>   Friction parameter: 1
> 
>   Minimum distance: 0.0
> 
>   1st quartile distance: 7.8
> 
>   Median distance: 12.2
> 
>   3rd quartile distance: 17.6
> 
>   Maximum distance: 47.1
> 
>   Largest minimum distance: 14.14
> 
>   Smallest maximum distance: 24.60
> 
> 
> 
> Beware! 30 locations have no neighbors
> 
>   You are advised to extend the distance band =93
> 
> 
> 
> 
> 
> 2. I have then use xsmle and received the following message
> 
> 
> 
> xsmle variable a b c d, wmat(abc)
> 
> 
> 
>                       *:  3200  conformability error
> 
>            _xsmle_est():     -  function returned error
> 
>                 <istmt>:     -  function returned error
> 
> 
> 
> I have also converted the stata matrix into a spmat file and still get the
> same message.
> 
> 
> 
> I have also tried to use spmat to create matrix as the help indicates but
> spmat seems to be for creating matrices for cross sectional data.
> 
> 
> 
> 
> 
> It would be highly appreciated if you could help with this. thank you in
> advance .
> 
> Ken
> *
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-- 
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: federico.belotti@uniroma2.it
web: http://www.econometrics.it


*
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