The eigenvalues would ideally come from -spatwmat-,
which was written for Stata 7, and uses -matrix symeigen-,
hence the restriction you report.
In Stata 7 or 8, there is a -geneigen- program by Kit
Baum on SSC that doesn't require symmetry.
. findit eigenvalues
would have pointed you towards that.
In Stata 9, Mata would, I presume, be the best way to do it.
As for spatial data and panel models, does the _theory_ exist
even?
Nick
[email protected]
Kate Ivanova
I need to estimate a model with a spatially lagged dependent variable and
have downloaded a Stata add-on called spatreg. However, I cannot use it
since my spatial weight matrix is not symmetric and the program cannot
compute the eigenvalues.
I would appreciate it very much if anyone could let me know if there are any
ways in Stata to estimate a spatial lag model with a non-symmetric spatial
weight matrix or any procedures to compute the eigenvalues for a
non-symmetric matrix.
I am also interested if there are any commands to estimate a spatial lag
model using panel data.
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