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  • -spregress- with weighted observations

    I am using -spregress- to perform spatial regression with spatially lagged errors and independent variables. However, I would like to incorporate precision weights (population) for my observations (US counties), and -spregress- doesn't support weights. So I am looking for possible work arounds to achieve the same goal.

    One idea I had was to somehow scale the errorlag weighting matrix (I'm using inverse distance spatial matrix) to achieve the same objective, but I can't see how to do that directly.

    Another idea was to use the user written program -xsmle-, which supports -aweights-, but -xsmle- seems to only work with panel data - I tried -xtset- with a single time value and -xsmle- balked.

    Any ideas welcome.

    I am using Stata 17 (upgrading shortly, sooner if it solves this problem).

    thanks,
    Jeph
    Last edited by Jeph Herrin; 01 May 2023, 11:58.
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