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| From | Tatyana Deryugina <tatyanad@mit.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: spmat matrix size issues with panel data |
| Date | Sun, 24 Jul 2011 11:01:38 -0500 |
I'm trying to estimate spatial standard errors for a panel data set (county-by-year) using spmat/spreg. When I try to create the spatial weights matrix using one observation per county (since the distances between them don't change over time) and then run the regression, spreg complains that the id variable (county-by-year) does not match the id variable in the matrix (county). However, if I try to create spatial weights using the county-year observations, I run into matrix size constraints - the max is 11,000 and I have over 30,000 observations. Does anyone know of a workaround to this? Ideally, I would define the weights based on county-level observations, then expand them onto county-year observations. Best, Tatyana --------------------------------------------------------------- Tatyana Deryugina Lecturer, Department of Finance University of Illinois, Urbana-Champaign (925) 349 - 8999 (cell) * * 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/