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  • spmatrix fromdata

    Hi all, I have a question.

    Recently, I wanted to run the spxtregress command and I checked the Stata manual [SP] Spatial Autoregressive Models.
    According to the manual, I need to set my data to be Sp data first. So, I did it and it was very successful.

    Then, I have to define the spatial weighting matrix W and the problem occur here.

    According to the Stata manual page 119(spmatrix fromdata),
    Create spectral-normalized spatial weighting matrix W from the NxN "matrix" stored in variables
    Here, I cannot understand the part "stored in variables".

    For example, at the first time I thought that if I have 10 variables for 10 observations, I can make the 10x10 spatial weighting matrix like below.
    Code:
    /* This is an example to explain my understand about the "spmatrix fromdata" command */
    
    clear all
    
    set obs 10
    
    * generate pseudo variables
    forvalue i = 1/10 {
    gen v`i' = runiform()
    }
    
    * generate the id variable and time variable
    egen id = seq(), from(1) to(5) b(2)
    
    egen time = seq(), from(1) to(2)
    
    * make the diagonal elements to be zero
    replace v1 = 0 if id == 1 & time == 1
    replace v2 = 0 if id == 1 & time == 2
    replace v3 = 0 if id == 2 & time == 1
    replace v4 = 0 if id == 2 & time == 2
    replace v5 = 0 if id == 3 & time == 1
    replace v6 = 0 if id == 3 & time == 2
    replace v7 = 0 if id == 4 & time == 1
    replace v8 = 0 if id == 4 & time == 2
    replace v9 = 0 if id == 5 & time == 1
    replace v10 = 0 if id == 5 & time == 2
    
    * set sp data
    assert id != .
    assert time != .
    bysort id time: assert _N == 1
    
    xtset, clear
    xtset id time
    
    spbalance
    spset id
    
    * making the spatial weight matrix
    spmatrix fromdata Wnew = v1 - v10
    But, the last line does not work.

    How can I make the spatial weight matrix or what is the meaning of "a matrix stored in variables?

    Thank you for your time spending to read this question.
    Last edited by Minchul Park; 26 Sep 2020, 11:44. Reason: spatial autoregressive spxtregress spmatrix

  • #2
    I solved this problem.
    I think, when I create the spatial matrix I have to use the cross-sectional form data and then I can apply the matrix to my panel data set.
    Thank you/

    Comment


    • #3
      * not cross section form
      with if time == something command.

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