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st: Spatial lag models
I need to estimate a model with a spatially lagged dependent variable and
have downloaded a Stata add-on called spatreg. However, I cannot use it
since my spatial weight matrix is not symmetric and the program cannot
compute the eigenvalues.
I would appreciate it very much if anyone could let me know if there are any
ways in Stata to estimate a spatial lag model with a non-symmetric spatial
weight matrix or any procedures to compute the eigenvalues for a
I am also interested if there are any commands to estimate a spatial lag
model using panel data.
Thank you very much in advance.
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