See
http://www.stata.com/meeting/snasug08/drukker_spatial.pdf
esp. the last line on page 30.
On Wed, Feb 18, 2009 at 11:10 AM, <[email protected]> wrote:
> Hello,
>
> I am new on the subscriber list. I currently try to estimate a model explaining bilateral multinational activity which is augmented by a spatial lag. My problem is that I want to use panel data and that the spatreg commands only work for cross-sections. I saw an earlier question in this context on Statlist which was not further treated due to the lack of theory. However, there are a number of economic papers which have already applied spatial estimation techniques on panel data.
>
> The basic problem is that the weighting matrix is constructed according to the observations of one year only. I am now wondering whether it is possible to somehow tell STATA that the vector of the dependent variable should be multiplied with the weighting matrix for each year seperately?
>
> Another possibility would be to manipulate the data in this way before loading it to STATA. However, then it is obviously not possible to use the spatreg commands anymore.
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