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Re: st: Spatial regression with non-symmetric weights


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Spatial regression with non-symmetric weights
Date   Sat, 30 Jul 2011 09:01:55 -0400

Start with David Drukker's slides on spatial
autoregressive models with Stata:
http://www.stata.com/meeting/italy09/italy09_drukker.pdf

and then
findit sppack
for e.g.
http://fmwww.bc.edu/repec/bocode/s/spmat.html

The working papers that document the commands are available at
      http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf,
      http://econweb.umd.edu/~prucha/Papers/WP_spreg_2011.pdf, and
      http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf .



On Sat, Jul 30, 2011 at 3:45 AM,  <V.Monastiriotis@lse.ac.uk> wrote:
> Dear Statalist,
> I am trying to run a spatial lag model (and spatial dependence tests in
> the base OLS regression) using a non-symmetric weights matrix (based on
> commuting flows). However, --spatwmat-- refuses to load the matrix
> because it is non-symmetric. I have tried to resolve this by deriving
> the eigenvalues of my weights matrix separately (using --geneigen-- on
> the basis of the discussion in
> http://www.stata.com/statalist/archive/2006-03/msg01020.html), but Stata
> freezes when I run the command (I have a dataset of 376 observations, so
> the full matrix has 141376 cells). Further, I don't know if the
> eigenvalues derived from geneigen are suitable for use with spatreg,
> spatgsa, etc.
>
> Can anybody help?
> -       Is there some other package or set of commands that allows
> spatial analysis in Stata for non-symmetric weights matrices? (I have
> looked at the --spwmatrix-- command, which presumably works with
> non-symmetric matrices, but I haven't figured out how to use my
> commuting data in the context of this command...)
> -       Is the --geneigen-- route a valid way to overcome this?
> -       If so, any ideas as to what I should be looking at in order to
> make --geneigen-- run on my PC?
>
> Many thanks in advance!
> Vassilis

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