I am using x_ols to estimate spatial standard errors of multiple models. Now, I'd like to plot the coefficients and SEs using coefplot, however I can't manage to get coefplot to display the spatial standard errors - it always uses the regular ones. I know that x_ols creates a matrix cov_dep that contains the covariance matrix and coefplot has se() and v() options to provide other standard errors, however it always asks for e() elements, which the cov_dep matrix isn't. Is there a simple solution to get coefplot to accept the spatial standard errors from a covariance matrix? I am using Stata 16.1 on Windows 10.
Here an example code (displaying regular standard errors, __000006 is the name of the stored variable of interest, ch):
Code:
x_ols x y cutoff1 cutoff2 sw_index const ch, xreg(2) coord(2) est sto sw x_ols x y cutoff1 cutoff2 total_nr const ch, xreg(2) coord(2) est sto tot coefplot sw tot, keep(__000006) xline(0, lcolor(black) mlabel(cond(@pval<.01, "***", cond(@pval<.05, "**", cond(@pval<.1, "*", ""))))
Code:
Results for Cross Sectional OLS corrected for Spatial Dependence number of observations= 822 Dependent Variable= sw_index variable ols estimates White s.e. s.e. corrected for spatial dependence -------- ------------- ---------- ------------------------------------- const 3.1523342 .02389286 .02146005 ch -.05491425 .02544105 .02326226
Thank you for your help.
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