I estimate a spatial regression model and then I calculate the marginal impact of the regressor on the dependent variable. Since I use a spatial lag model, I have a direct, an indirect and a total impact. Now, for each county in my dataset, I would like to estimate the indirect impact and to save it in a separate column.
Specifically, I use the datasets homicide1990 and homicide1990_shp available through the example datasets in Stata. Then, I use:
Code:
spmatrix create idistance " /* I create an inverse distance matrix */ spregress hrate unemployment, dvarlag(W) het gs2sls /* I estimate a spatial lag model */
Code:
estat impact
each county
in the data and save them in a new column. So I type:
Code:
gen coefficients = .
local i = 1
local id "876 921 966 994" /* This numbers identify the first four counties in the dataset */
foreach s of local id{
estat impact if _ID==`s'
mat r`s' = r(b_indirect)
replace coefficients = r`s'[1,1] in `i'
}
Thanks in advance
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