help: spcs2xt dialog:

Title

spcs2xt: Convert Squared Cross Section to Panel Spatial Weight Matrix

Table of Contents

Syntax

Description

Options

*** Examples

Author

Syntax

spcs2xt varlist , panel(numlist) time(numlist) matrix(new_panel_weight_file)

Description

spcs2xt creates or generates squared panel spatial weight matrix and file among neighbor locations, from squared Cross Section weight matrix, that already exists in stata dta file, for using in panel spatial regression analysis.

Options

time: Number of time series in each cross section (must be balanced).

matrix: Specify name of new panel spatial weight matrix file as stata dta file, that will be created.

Examples

clear all

use spcs2xt.dta, clear

db spcs2xt

spcs2xt v1 v2 v3 v4, time(4) matrix(W)

OR USE

spcs2xt v*, time(4) matrix(W)

mat list W

mat list Wxt

The final shape of cross section and panel spatial weight matrix will be as follows:.

--------------------------
| 1 2 3 4
|-------------------------
| 0 1 1 1
| 1 0 1 0
| 1 1 0 1
| 1 0 1 0
|-------------------------

(1) (2) (3) (4)
|-----------------|-----------------|-----------------|-----------------|
(1) | 0 0 0 0 | 1 0 0 0 | 1 0 0 0 | 1 0 0 0 |
| 0 0 0 0 | 0 1 0 0 | 0 1 0 0 | 0 1 0 0 |
| 0 0 0 0 | 0 0 1 0 | 0 0 1 0 | 0 0 1 0 |
| 0 0 0 0 | 0 0 0 1 | 0 0 0 1 | 0 0 0 1 |
|-----------------|-----------------|-----------------|-----------------|
(2) | 1 0 0 0 | 0 0 0 0 | 1 0 0 0 | 0 0 0 0 |
| 0 1 0 0 | 0 0 0 0 | 0 1 0 0 | 0 0 0 0 |
| 0 0 1 0 | 0 0 0 0 | 0 0 1 0 | 0 0 0 0 |
| 0 0 0 1 | 0 0 0 0 | 0 0 0 1 | 0 0 0 0 |
|-----------------|-----------------|-----------------|-----------------|
(3) | 1 0 0 0 | 1 0 0 0 | 0 0 0 0 | 1 0 0 0 |
| 0 1 0 0 | 0 1 0 0 | 0 0 0 0 | 0 1 0 0 |
| 0 0 1 0 | 0 0 1 0 | 0 0 0 0 | 0 0 1 0 |
| 0 0 0 1 | 0 0 0 1 | 0 0 0 0 | 0 0 0 1 |
|-----------------|-----------------|-----------------|-----------------|
(4) | 1 0 0 0 | 0 0 0 0 | 1 0 0 0 | 0 0 0 0 |
| 0 1 0 0 | 0 0 0 0 | 0 1 0 0 | 0 0 0 0 |
| 0 0 1 0 | 0 0 0 0 | 0 0 1 0 | 0 0 0 0 |
| 0 0 0 1 | 0 0 0 0 | 0 0 0 1 | 0 0 0 0 |
|-----------------|-----------------|-----------------|------------------

After creating panel spatial weight matrix, you can use spautoreg (if installed) to generate eigenvalues vector and standardized weight matrix.

Author

Emad Abd Elmessih Shehata
Professor (PhD Economics)
Agricultural Research Center - Agricultural Economics Research Institute - Egypt
Email: emadstat@hotmail.com
WebPage: http://emadstat.110mb.com/stata.htm
WebPage at IDEAS: http://ideas.repec.org/f/psh494.html
WebPage at EconPapers: http://econpapers.repec.org/RAS/psh494.htm

SPCS2XT Citation

Shehata, Emad Abd Elmessih (2012)

SPCS2XT: "Convert Squared Cross Section to Panel Spatial Weight Matrix"

http://ideas.repec.org/c/boc/bocode/s457348.html

http://econpapers.repec.org/software/bocbocode/s457348.htm

Online Help:

*** Spatial Econometrics Regression Models:

--------------------------------------------------------------------------------
*** (1) Spatial Panel Data Regression Models:
spregxt Spatial Panel Regression Econometric Models: Stata Module Toolkit
gs2slsxt Generalized Spatial Panel 2SLS Regression
gs2slsarxt Generalized Spatial Panel Autoregressive 2SLS Regression
spglsxt Spatial Panel Autoregressive Generalized Least Squares Regression
spgmmxt Spatial Panel Autoregressive Generalized Method of Moments Regression
spmstarxt (m-STAR) Spatial Lag Panel Models
spmstardxt (m-STAR) Spatial Durbin Panel Models
spmstardhxt (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
spmstarhxt (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
spregdhp Spatial Panel Han-Philips Linear Dynamic Regression: Lag & Durbin Models
spregdpd Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models
spregfext Spatial Panel Fixed Effects Regression: Lag & Durbin Models
spregrext Spatial Panel Random Effects Regression: Lag & Durbin Models
spregsacxt MLE Spatial AutoCorrelation Panel Regression (SAC)
spregsarxt MLE Spatial Lag Panel Regression (SAR)
spregsdmxt MLE Spatial Durbin Panel Regression (SDM)
spregsemxt MLE Spatial Error Panel Regression (SEM)
--------------------------------------------------------------------------------
*** (2) Spatial Cross Section Regression Models:
spregcs Spatial Cross Section Regression Econometric Models: Stata Module Toolkit
gs2sls Generalized Spatial 2SLS Cross Sections Regression
gs2slsar Generalized Spatial Autoregressive 2SLS Cross Sections Regression
gs3sls Generalized Spatial Autoregressive 3SLS Regression
gs3slsar Generalized Spatial Autoregressive 3SLS Cross Sections Regression
gsp3sls Generalized Spatial 3SLS Cross Sections Regression
spautoreg Spatial Cross Section Regression Models
spgmm Spatial Autoregressive GMM Cross Sections Regression
spmstar (m-STAR) Spatial Lag Cross Sections Models
spmstard (m-STAR) Spatial Durbin Cross Sections Models
spmstardh (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Cross Sections Models
spmstarh (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models
spregsac MLE Spatial AutoCorrelation Cross Sections Regression (SAC)
spregsar MLE Spatial Lag Cross Sections Regression (SAR)
spregsdm MLE Spatial Durbin Cross Sections Regression (SDM)
spregsem MLE Spatial Error Cross Sections Regression (SEM)
--------------------------------------------------------------------------------
*** (3) Tobit Spatial Regression Models:

*** (3-1) Tobit Spatial Panel Data Regression Models:
sptobitgmmxt Tobit Spatial GMM Panel Regression
sptobitmstarxt Tobit (m-STAR) Spatial Lag Panel Models
sptobitmstardxt Tobit (m-STAR) Spatial Durbin Panel Models
sptobitmstardhxt Tobit (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
sptobitmstarhxt Tobit (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
sptobitsacxt Tobit MLE Spatial AutoCorrelation (SAC) Panel Regression
sptobitsarxt Tobit MLE Spatial Lag Panel Regression
sptobitsdmxt Tobit MLE Spatial Panel Durbin Regression
sptobitsemxt Tobit MLE Spatial Error Panel Regression
spxttobit Tobit Spatial Panel Autoregressive GLS Regression
--------------------------------------------------------------
*** (3-2) Tobit Spatial Cross Section Regression Models:
sptobitgmm Tobit Spatial GMM Cross Sections Regression
sptobitmstar Tobit (m-STAR) Spatial Lag Cross Sections Models
sptobitmstard Tobit (m-STAR) Spatial Durbin Cross Sections Models
sptobitmstardh Tobit (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Cross Sections
sptobitmstarh Tobit (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Cross Sections
sptobitsac Tobit MLE AutoCorrelation (SAC) Cross Sections Regression
sptobitsar Tobit MLE Spatial Lag Cross Sections Regression
sptobitsdm Tobit MLE Spatial Durbin Cross Sections Regression
sptobitsem Tobit MLE Spatial Error Cross Sections Regression
--------------------------------------------------------------------------------
*** (4) Spatial Weight Matrix:
spcs2xt Convert Cross Section to Panel Spatial Weight Matrix
spweight Cross Section and Panel Spatial Weight Matrix
spweightcs Cross Section Spatial Weight Matrix
spweightxt Panel Spatial Weight Matrix
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