I'm looking for a simple way to obtain the regressors W*X when using spregress, where W is the chosen spatial weighting matrix. I mainly interested in the contiguity case, but I'd prefer to know how to do this generally. In particular, if I run the command
Code:
spregress y x1 x2, ml ivarlag(Wc:x1 x2)
Essentially, I would like to have the original regressors and the weighted regressors to use in standard Stata commands -- not just spregress.
Thanks. Jeff
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