Re: st: missing values after splagvar

["Michael Ralph M. Abrigo" <mmabrigo@gmail.com>]

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
>>
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>
>
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-- 
"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:
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