*ï¼V1.2 Zihou,Chen etc.
*ï¼data: 21 Mar 2022
*ï¼V1.0 Zihou,Chen etc.
*! data: 29 Apr 2021
*! Party School of the Guangdong Provincial Committee of CPC,China
** The command is based upon commands( spatgsa and spatlsa ) originally written by Maurizio Pisati,thanks!
program define xtmoran, rclass
version 11.0
syntax varname(min = 1 max=1), Wname(string) /*
*/ [Morani(numlist)] /*
*/ [GRaph] /*
*/ [SYmbol(varname)]
local vvcheck = max(11,c(stata_version))
if `vvcheck' < 11{
di as err "it cannot run version `vvcheck' programs"
exit
}
_xt, trequired
local id: char _dta[_TSpanel]
local time: char _dta[_TStvar]
cy using "`wname'",name(wcname)
capture qui matrix list wcname
if _rc==111 {
di as err "Matrix file `weights' does not exist"
exit
}
local weights wcname
local ROWNAME : rownames(`weights')
local COLNAME : colnames(`weights')
local WTYPE : word 1 of `ROWNAME'
local WBINA : word 2 of `ROWNAME'
local WSTAN : word 3 of `ROWNAME'
qui {
preserve
keep `id' `time' `varlist'
reshape wide `varlist' ,i(`id') j(`time')
local N=_N
restore
local DIM=rowsof(`weights')
}
if `DIM'!=`N' {
di as err "Matrix `weights' is `DIM'x`DIM', the dataset using on the cross section has `N' obs."
di as err "To run -xtmoran- weights matrix dimension must equal N. of obs"
exit
}
local W="`weights'"
local tc=_N/`N'
local NVAR `tc'
tempname cname MORAN
matrix `cname'=J(`tc',1,0)
local k2=1
local yearz=`time'
while `k2'<=`tc' {
local yearc =`yearz'+`k2'-1
matrix `cname'[`k2',1]=`yearc'
local k2=`k2'+1
}
local MULT=2
local PVL "*`MULT'-tail test"
preserve
keep `id' `time' `varlist'
qui reshape wide `varlist' ,i(`id') j(`time')
local kk=1
local aa `varlist'
while `kk'<=`NVAR' {
local tvarc=`cname'[`kk',1]
tempname m2 m4 b2 M
matrix `m2'=J(`NVAR',1,0)
matrix `m4'=J(`NVAR',1,0)
matrix `b2'=J(`NVAR',1,0)
matrix `M'=J(`NVAR',4,0)
local k=1 //Prepare for the next update
tempname zc
mkmat `aa'`tvarc', matrix(`zc')
svmat `zc',name(zc`kk')
local VAR zc`kk'1
local j=1
while `j'<=4 {
tempvar TEMP
qui generate `TEMP'=`VAR'^`j'
qui summ `TEMP', mean
matrix `M'[`k',`j']=r(sum)
local j=`j'+1
}
qui summ `VAR', mean
local MEAN=r(mean)
qui replace `VAR'=`VAR'-`MEAN'
tempvar Vm2 Vm4
qui generate `Vm2'=`VAR'^2
qui summ `Vm2', mean
matrix `m2'[`k',1]=r(mean)
local m2k=r(mean)
qui generate `Vm4'=`VAR'^4
qui summ `Vm4', mean
matrix `m4'[`k',1]=r(mean)
local m4k=r(mean)
matrix `b2'[`k',1]=`m4k'/(`m2k'^2)
tempname Z
mkmat zc`kk'1, matrix(`Z')
local S0=0
local S1=0
local S2=0
local i=1
while `i'<=`N' {
local wi=0
local wj=0
local j=1
while `j'<=`N' {
local S0=`S0'+`W'[`i',`j']
local S1=`S1'+(`W'[`i',`j']+`W'[`j',`i'])^2
local wi=`wi'+`W'[`i',`j']
local wj=`wj'+`W'[`j',`i']
local j=`j'+1
}
local S2=`S2'+(`wi'+`wj')^2
local i=`i'+1
}
local S1=`S1'/2
tempname MORAN
matrix `MORAN'=J(`NVAR',5,0)
matrix colnames `MORAN'=stat mean sd z p-value
local m2k=`m2'[`k',1]
local b2k=`b2'[`k',1]
tempname Zk
matrix `Zk'=`Z'[1...,`k']
matrix `Zk'=`Zk''*`W'*`Zk'
local stat=`Zk'[1,1]/(`S0'*`m2k')
matrix `MORAN'[`k',1]=`stat'
local E=-1/(`N'-1)
matrix `MORAN'[`k',2]=`E'
local NUM1=`N'*( (`N'^2-3*`N'+3)*`S1' - (`N'*`S2') + (3*`S0'^2) )
local NUM2=`b2k'*( (`N'^2-`N')*`S1' - (2*`N'*`S2') + (6*`S0'^2) )
local DEN=(`N'-1)*(`N'-2)*(`N'-3)*(`S0'^2)
local sd=(`NUM1'-`NUM2')/`DEN' - (1/(`N'-1))^2
local sd=sqrt(`sd')
matrix `MORAN'[`k',3]=`sd'
local z=(`stat'-`E')/`sd'
matrix `MORAN'[`k',4]=`z'
local pval=(1-normprob(abs(`z')))*`MULT'
matrix `MORAN'[`k',5]=`pval'
mat mczh`kk'=`MORAN'
local kk=`kk'+1
}
tempname CC
mat `CC'=J(`tc',5,0)
local kck=1
while `kck'<=`NVAR' {
local kckk=1
while `kckk'<= 5 {
mat `CC'[`kck',`kckk']=mczh`kck'[1,`kckk']
local kckk=`kckk'+1
}
local kck=`kck'+1
}
restore
local kckp=1
while `kckp'<=`NVAR' {
mat drop mczh`kckp'
local kckp =`kckp'+1
}
di _newline
di as txt "{bf:{err:Welcome to use this command to calculate the Moran's I}}"
local ncz=_N
dis ""
di as res "{title:The results :}"
_dispcc "`CC'" "Moran's I" "I" "`cname'" "`id'" "`time'" "`ncz'" /*
*/ "`N'" "`NVAR'" "`varlist'"
*return matrix moran `CC'
di as txt "`PVL'"
di _newline
if "`morani'"!="" {
if "`symbol'"=="" {
local ID=1
}
if "`symbol'"!="" {
local TEMP : type `symbol'
local TEMP=substr("`TEMP'",1,3)
if "`TEMP'"=="str" {
local ID=2
}
else {
local TEMP : value label `symbol'
if "`TEMP'"!="" {
local ID=3
}
else {
local ID=4
}
}
}
preserve
keep `id' `time' `varlist'
qui reshape wide `varlist' ,i(`id') j(`time')
local N=_N
restore
preserve
keep `id' `time' `varlist' `symbol'
qui reshape wide `varlist' ,i(`id') j(`time')
local aca `varlist'
foreach varlistc of numlist `morani' {
tempname zcx
mkmat `aca'`varlistc', matrix(`zcx')
svmat `zcx',name(zcx`varlistc')
local varlistcx zcx`varlistc'1
tempname M
matrix `M'=J(1,4,0)
local j=1
while `j'<=4 {
tempvar TEMP
qui generate `TEMP'=zcx`varlistc'1^`j'
qui summ `TEMP', mean
matrix `M'[1,`j']=r(sum)
local j=`j'+1
}
qui summ zcx`varlistc'1, mean
local MEAN=r(mean)
qui replace zcx`varlistc'1=zcx`varlistc'1-`MEAN'
tempvar Vm2 Vm4
qui generate `Vm2'=zcx`varlistc'1^2
qui summ `Vm2', mean
local m2=r(mean)
qui generate `Vm4'=zcx`varlistc'1^4
qui summ `Vm4', mean
local m4=r(mean)
local b2=`m4'/(`m2'^2)
tempname Z
mkmat zcx`varlistc'1, matrix(`Z')
tempname Wi Wi2
local N=_N
local W="`weights'"
matrix `Wi'=J(`N',1,0)
matrix `Wi2'=J(`N',1,0)
local i=1
while `i'<=`N' {
local wi=0
local wi2=0
local j=1
while `j'<=`N' {
local w=`W'[`i',`j']
local wi=`wi'+`w'
local wi2=`wi2'+`w'^2
local j=`j'+1
}
matrix `Wi'[`i',1]=`wi'
matrix `Wi2'[`i',1]=`wi2'
local i=`i'+1
}
tempname MORAN cz cq
matrix `MORAN'=J(`N',6,0)
matrix `cz'=J(`N',1,0)
matrix colnames `MORAN'=stat mean sd z p-value quadrant
tempvar Yc
qui egen `Yc'=std(zcx`varlistc'1)
tempname yc Wyc
mkmat `Yc', matrix(`yc')
matrix `Wyc'=`W'*`yc'
svmat `Wyc', n(_Wyc)
qui gen zcx`varlistc'1quadrant=_N
local leix zcx`varlistc'1quadrant
qui replace `leix'=1 if `Yc'>0 & _Wyc1>0
qui replace `leix'=3 if `Yc'<0 & _Wyc1<0
qui replace `leix'=4 if `Yc'>0 & _Wyc1<0
qui replace `leix'=2 if `Yc'<0 & _Wyc1>0
mkmat zcx`varlistc'1quadrant, matrix(`cq')
qui cap drop zcx`varlistc'1quadrant _Wy*
local i=1
while `i'<=`N' {
local zi=`Z'[`i',1]
local wi=`Wi'[`i',1]
local wi2=`Wi2'[`i',1]
local SUM=0
local j=1
while `j'<=`N' {
local wj=`W'[`i',`j']
local zj=`Z'[`j',1]
local SUM=`SUM'+`wj'*`zj'
local j=`j'+1
}
local stat=(`zi'/`m2')*`SUM'
matrix `MORAN'[`i',1]=`stat'
local E=(-`wi')/(`N'-1)
matrix `MORAN'[`i',2]=`E'
local T1=(`wi2'*(`N'-`b2')) / (`N'-1)
local T2=((`wi'^2-`wi2')*(2*`b2'-`N')) / ((`N'-1)*(`N'-2))
local T3=((-`wi')/(`N'-1))^2
local sd=`T1'+`T2'-`T3'
local sd=sqrt(`sd')
matrix `MORAN'[`i',3]=`sd'
local z=(`stat'-`E')/`sd'
matrix `MORAN'[`i',4]=`z'
local pval=(1-normprob(abs(`z')))*2
matrix `MORAN'[`i',5]=`pval'
matrix `cz'[`i',1]=`pval'
matrix `MORAN'[`i',6]=`cq'[`i',1]
local i=`i'+1
}
_dispcz "`varlist'`varlistc'" "`MORAN'" "Moran's Ii" "Ii" "`N'" "`ID'" /*
*/ "`symbol'"
return mat morani`varlistc' = `MORAN'
di as txt "`PVL'"
di _newline
if "`graph'"!="" {
tempvar Y
qui egen `Y'=std(zcx`varlistc'1)
tempname y Wy
mkmat `Y', matrix(`y')
local cyc gr tw
matrix `Wy'=`W'*`y'
svmat `Wy', n(_Wy)
qui summ _Wy1, mean
local YL=r(mean)
local VARLBL : variable label zcx`varlistc'1
if "`VARLBL'"!="" {
local VARLBL=usubstr("`VARLBL'",1,78)
}
else {
local VARLBL="`zcx`varlistc'1'"
}
qui regress _Wy1 `Y',noconstant
*local I=string(_b[`Y'],"%5.4f")
local t = _b[`Y']/_se[`Y']
local pcp=2*ttail(e(df_r),abs(`t'))
*local II=string(`pcp',"%5.4f")
qui summ _Wy1, mean
local ymin=int(r(min))-1
local ymax=int(r(max))+1
qui summ `Y', mean
local xmin=int(r(min))-1
local xmax=int(r(max))+1
if "`symbol'"=="" {
local czhc1 msymbol(Oh)
}
if "`symbol'"!="" {
local czhc1 msymbol(i)
local varnamec `symbol'
local czhc2 mlabel (`varnamec')
local czhc3 mlabsize(*1)
}
local timecyc = `varlistc'-`yearz' +1
mat CC = r(moran)
local I =string(`CC'[`timecyc',1],"%5.4f")
local II =string(`CC'[`timecyc',5],"%5.4f")
*dis `timecyc'
`cyc' (sc _Wy1 `Y' ,`czhc1' `czhc2' `czhc3') /*
*/ (lfit _Wy1 `Y',estopts(nocons)), yline(0) xline(0) xlabel(`xmin'(1)`xmax') /*
*/ xtitle(z) ylabel(`ymin'(1)`ymax') ytitle(Wz) /*
*/ legend(off) scheme(s1mono ) /*
*/ title("Moran scatterplot (Moran's I = `I' and P-value = `II')", /*
*/ pos(11) size(medium)) /*
*/ subtitle("`varlist'`varlistc'", pos(11)) /*
*/ name(picture`varlistc',replace)
}
}
restore
}
return scalar N = `N'
return scalar T = `tc'
return matrix moran `CC'
mat drop wcname
end
program define _dispcc
version 11.0
args MAT TITLE L cname idc timec Nc nc tcc namecz
local LIST : rownames(`MAT')
local NVAR : word count `LIST'
di as txt _n "`TITLE' (" as res "varname : `namecz'" as txt ")" _col(40) /*
*/ "Number of obs " _col(38) "=" as res %7.0g `Nc'
di in gr "Group variable: " in ye abbrev("`idc'",12) /*
*/ in gr _col(37) "Number of groups " _col(4) "=" in ye %7.0g `nc'
di in gr "Time variable: " in ye abbrev("`timec'",12) /*
*/ in gr _col(41) in gr "Panel length " _col(50) "=" in ye %7.0g `tcc'
di as txt "{hline 20}{c TT}{hline 41}"
di as txt _col(11) " year {c |}" _col(26) "`L'" _col(33) "E(`L')" /*
*/ _col(40) "Sd(`L')" _col(50) "Z" _col(55) "P-value"
di as txt "{hline 20}{c +}{hline 41}"
local k=1
while `k'<=`NVAR' {
local VAR = `cname'[`k',1]
local VAR=abbrev("`VAR'",19)
di as txt _col(1) %19s "`VAR'" " {c |}" /*
*/ as res _col(22) %7.4f `MAT'[`k',1] /*
*/ as res _col(30) %7.4f `MAT'[`k',2] /*
*/ as res _col(38) %7.4f `MAT'[`k',3] /*
*/ as res _col(46) %7.4f `MAT'[`k',4] /*
*/ as res _col(56) %5.4f `MAT'[`k',5]
local k=`k'+1
}
di as txt "{hline 20}{c BT}{hline 41}"
end
program define _dispcz,rclass
version 11.0
args VAR MAT TITLE L N ID id VARLBLC
preserve
tempname STAT
matrix `STAT'=`MAT'
if "`id'"!="" {
local header=abbrev("`id'",42)
}
else {
local header="Location"
}
di as txt "`TITLE' (" as res "`VAR'" as txt ")"
di as txt "{hline 20}{c TT}{hline 50}"
di as txt _col(1) %19s "`header'" " {c |}" _col(26) "`L'" /*
*/ _col(32) "E(`L')" _col(39) "Sd(`L')" _col(50) "Z" /*
*/ _col(55) "P-value" _col(64) "Quadrant"
di as txt "{hline 20}{c +}{hline 50}"
local i=1
while `i'<=`N' {
if `ID'==1 {
local ROW=`TEMP'[`i']
}
if `ID'==2 {
local ROW=substr(`id'[`i'],1,24)
}
if `ID'==3 {
local INDEX=`id'[`i']
local ROW : label(`id') `INDEX' 24
}
if `ID'==4 {
local ROW=`id'[`i']
}
di as txt _col(1) %19s "`ROW'" " {c |}" /*
*/ as res %7.4f `STAT'[`i',1] /*
*/ as res %8.4f `STAT'[`i',2] /*
*/ as res %8.4f `STAT'[`i',3] /*
*/ as res %8.4f `STAT'[`i',4] /*
*/ as res %8.4f `STAT'[`i',5] /*
*/ as res %8.0f `STAT'[`i',6]
local i=`i'+1
}
return mat morani = `STAT'
di as txt "{hline 20}{c BT}{hline 50}"
restore
end
program define cy
version 7.0
syntax [using/], Name(string) /*
*/ [Standardize] /*
*/ [Eigenval(string)]
confirm name `name'
local OUTPUT "The following matrix has been created:"
if "`using'"!="" {
preserve
qui use `"`using'"', clear
unab VLIST : _all
local NVAR : word count `VLIST'
local SUM=0
local i=1
while `i'<=`NVAR' {
local VAR : word `i' of `VLIST'
qui capture assert `VAR'==0 | `VAR'==1
if _rc!=0 {
local SUM=`SUM'+1
}
local i=`i'+1
}
if `SUM'==0 {
local binary "binary"
}
else {
local binary ""
}
qui egen ROWSUM=rsum(_all)
qui count if ROWSUM==0
local NN=r(N)
qui drop ROWSUM
qui mkmat _all, matrix(_W)
restore
local NROW=rowsof(_W)
local NCOL=colsof(_W)
if `NROW'!=`NCOL' {
di as err "Matrix is not square"
exit
}
local N=`NROW'
if "`binary'"!="" {
local WT "Imported binary weights matrix"
}
else {
local WT "Imported non-binary weights matrix"
}
matrix `name'=_W
}
if `"`using'"'=="" {
local LOWER : word 1 of `band'
local UPPER : word 2 of `band'
local N=_N
matrix _W=J(`N',`N',0)
matrix _D=J(`N',`N',0)
preserve
local MAXOBS=(`N'/2)*(`N'-1)
qui set obs `MAXOBS'
tempvar DISTAN
qui generate `DISTAN'=.
local d=1
local i=1
while `i'<=`N' {
local j=`i'+1
while `j'<=`N' {
local A=(`xcoord'[`i']-`xcoord'[`j'])^2
local B=(`ycoord'[`i']-`ycoord'[`j'])^2
local DIST=sqrt(`A'+`B')
qui replace `DISTAN'=`DIST' in `d'
matrix _D[`i',`j']=`DIST'
matrix _D[`j',`i']=`DIST'
if `DIST'>`LOWER' & `DIST'<=`UPPER' {
if "`binary'"!="" {
matrix _W[`i',`j']=1
matrix _W[`j',`i']=1
}
else {
matrix _W[`i',`j']=1/(`DIST'^`friction')
matrix _W[`j',`i']=1/(`DIST'^`friction')
}
}
local d=`d'+1
local j=`j'+1
}
local i=`i'+1
}
qui summarize `DISTAN', detail
local DMIN=r(min)
local DP25=r(p25)
local DP50=r(p50)
local DP75=r(p75)
local DMAX=r(max)
qui svmat _D
qui for varlist _D* : replace X=. if X==0
qui egen ROWMIN=rmin(_D*)
qui summ ROWMIN, mean
local MAXMIN=r(max)
qui egen ROWMAX=rmax(_D*)
qui summ ROWMAX, mean
local MINMAX=r(min)
matrix drop _D
restore
preserve
qui drop _all
qui svmat _W
qui egen ROWSUM=rsum(_W*)
qui count if ROWSUM==0
local NN=r(N)
restore
if "`binary'"!="" {
local WT "Distance-based binary weights matrix"
}
else {
local WT "Inverse distance weights matrix"
}
matrix `name'=_W
}
preserve
qui drop _all
qui svmat _W
qui egen ROWSUM=rsum(_W*)
qui for varlist _W* : replace X=X/ROWSUM if ROWSUM!=0
qui mkmat _W*, matrix(_WS)
restore
matrix `name'=_WS
if "`using'"!="" & "`binary'"!="" {local ROW="SWMImpo Yes "}
if "`using'"!="" & "`binary'"=="" {local ROW="SWMImpo No "}
if "`using'"=="" & "`binary'"!="" {local ROW="SWMDist Yes "}
if "`using'"=="" & "`binary'"=="" {local ROW="SWMDist No "}
local ROW="`ROW'Yes"
matrix rownames `name'=`ROW'
if "`using'"=="" {
local INT=int(`LOWER')
local DEC=`LOWER'-`INT'
local DEC=string(`DEC')
local COL "`INT' `DEC'"
local INT=int(`UPPER')
local DEC=`UPPER'-`INT'
local DEC=string(`DEC')
local COL "`COL' `INT' `DEC'"
matrix colnames `name'=`COL'
}
capture matrix drop _W
capture matrix drop _WS
end