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| From | "Michael Ralph M. Abrigo" <mmabrigo@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: missing values after splagvar |
| Date | Thu, 24 Mar 2011 06:51:05 +0800 |
Hi Saraly! You may want to check Elhorst, J. P. (2010). Dynamic panels with endogenous interaction effects when T is small. Regional Science and Urban Economics, 40(5), 272-282. I had to abandon using GMM because of a very short panel. I instead used bias-corrected LSDV, also discussed in the above article. Cheers, Michael On Wed, Mar 23, 2011 at 9:15 PM, Andrade de Sa Saraly <saraly.andrade@env.ethz.ch> wrote: > Hi Michael, > Thank you very much for the suggestion. I constructed the matrix and the spatial lags while my dataset was still in wide form and it seems to work perfectly! > > Can I ask how if you then combined these spatial-lagged variables with eventually time lagged ones, in what you call the time-space dynamic model? I was wondering if it is ok if a now plug the spatial lags into a dynamic panel data specification, using -xtdpd-, for instance. > > Best, > Saraly > > Saraly Andrade de Sa > Ph.D. Student > Institute for Environmental Decisions > Chair of Environmental Policy and Economics > ETH Zürich > CHN K72.1 > Universitätstr 16 > 8092 Zürich - CH > > Phone: +41446322374 > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael Ralph M. Abrigo > Sent: 23 March 2011 09:09 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: missing values after splagvar > > Hi, Saraly! > > I can't remember exactly but I had the same problem some time back > when I was tinkering with a time-space dynamic panel model. What I did > was -reshape-d the data to wide format, computed for the weight matrix > using -spwmatrix-, generated the spatial lags using -splagvar-, and > -reshape-d the data back to its original format. I know this is a > dirty job. I think I also tried tinkering with Mata and Kroneker > product to come up with a block diagonal matrix which I used to > generate the spatial lags in the original format of my data. > > Cheers, > Michael > On Wed, Mar 23, 2011 at 2:03 AM, Andrade de Sa Saraly > <saraly.andrade@env.ethz.ch> wrote: >> >> Dear all, >> >> I have a panel dataset for all counties of a given country and I am trying to see whether deforestation in the northern counties can be explained, among other factors, by expansion of a given crop in more southern counties. >> >> For this analysis I thought about using spatial methods. I therefore constructed an inverse-distance weight matrix using -spwmatrix- (from SSC): >> >> . spwmatrix gecon latitude longitude, wname(W) wtype(inv) cart rowstand eignvar(eigen). >> >> Up to this point, everything seems to work fine. >> Then I try to created spatial lags of my dependent variable (cleared) and some independent variables (cattle, pasture, roads, etc) using -splagvar- (also from SSC): >> >> . splagvar cleared, wname(W_n) wfrom(Mata) ind(cattle natpast plpast pop gdpcap avroads sgcn soya) order(2) >> >> My problem is that, at this stage, there are only missing values for the spatial-lagged variables. >> >> Do any of you have an idea about what I might be doing wrong? >> >> Thank you in advance, >> Saraly >> >> * >> * 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/ > > > > -- > "I am most anxious for liberties for our country... but I place as a > prior condition the education of the people so that our country may > have an individuality of its own and make itself worthy of > liberties... " Jose Rizal,1896 > > * > * 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: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- "I am most anxious for liberties for our country... but I place as a prior condition the education of the people so that our country may have an individuality of its own and make itself worthy of liberties... " Jose Rizal,1896 * * 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/