Recently, I wanted to run the spxtregress command and I checked the Stata manual [SP] Spatial Autoregressive Models.
According to the manual, I need to set my data to be Sp data first. So, I did it and it was very successful.
Then, I have to define the spatial weighting matrix W and the problem occur here.
According to the Stata manual page 119(spmatrix fromdata),
Create spectral-normalized spatial weighting matrix W from the NxN "matrix" stored in variables
For example, at the first time I thought that if I have 10 variables for 10 observations, I can make the 10x10 spatial weighting matrix like below.
Code:
/* This is an example to explain my understand about the "spmatrix fromdata" command */ clear all set obs 10 * generate pseudo variables forvalue i = 1/10 { gen v`i' = runiform() } * generate the id variable and time variable egen id = seq(), from(1) to(5) b(2) egen time = seq(), from(1) to(2) * make the diagonal elements to be zero replace v1 = 0 if id == 1 & time == 1 replace v2 = 0 if id == 1 & time == 2 replace v3 = 0 if id == 2 & time == 1 replace v4 = 0 if id == 2 & time == 2 replace v5 = 0 if id == 3 & time == 1 replace v6 = 0 if id == 3 & time == 2 replace v7 = 0 if id == 4 & time == 1 replace v8 = 0 if id == 4 & time == 2 replace v9 = 0 if id == 5 & time == 1 replace v10 = 0 if id == 5 & time == 2 * set sp data assert id != . assert time != . bysort id time: assert _N == 1 xtset, clear xtset id time spbalance spset id * making the spatial weight matrix spmatrix fromdata Wnew = v1 - v10
How can I make the spatial weight matrix or what is the meaning of "a matrix stored in variables?
Thank you for your time spending to read this question.
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