Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Spatial lag models


From   Kate Ivanova <kivanova@usc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Spatial lag models
Date   Wed, 29 Mar 2006 16:49:01 -0800

Thank you very much, Nick and Kit, for your replies. I really appreciate
your help.

As for the theory on spatial models and panel data, Anselin in his book
"Spatial Econometrics: methods and models" (1988), for example, suggests the
spatial Seemingly Unrelated Regression (SUR) model that consists of an
equation for each time period which is estimated for a cross-section of
spatial units (coefficients vary for each time period but are constant
across space). But I guess there aren't any tools in Stata yet to estimate
such models.

Thanks again!

Kate



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Wednesday, March 29, 2006 6:57 AM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Spatial lag models

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

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

Nick 
n.j.cox@durham.ac.uk 

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.
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index