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RE: st: Spatial lag models

From   "Nick Cox" <>
To   <>
Subject   RE: st: Spatial lag models
Date   Wed, 29 Mar 2006 15:57:27 +0100

David Drukker points out that I overlooked
-natrix eigenvalues- as another way to do it.

Somehow or other that command remained
in my memory and I was unable to
it out. That's, I find,  
of some commands, regardless of their inherent 


Moral: "To the vector belong the spoils" (Norton Juster) 

n j cox
> The eigenvalues would ideally come from -spatwmat-,
> which was written for Stata 7, and uses -matrix symeigen-,
> hence the restriction you report.
> In Stata 7 or 8, there is a -geneigen- program by Kit
> Baum on SSC that doesn't require symmetry.
> . findit eigenvalues
> would have pointed you towards that.
> In Stata 9, Mata would, I presume, be the best way to do it.
> As for spatial data and panel models, does the _theory_ exist
> even?
> Kate Ivanova
> 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
> non-symmetric matrix.
> I am also interested if there are any commands to estimate a 
> spatial lag
> model using panel data.
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