RE: st: missing values after splagvar

["Andrade de Sa Saraly" <saraly.andrade@env.ethz.ch>]

Hi Michael,
Thank you for the reference.

Best,
Saraly

Saraly Andrade de Sa
Ph.D. Student
Institute for Environmental Decisions
Chair of Environmental Policy and Economics
ETH Zürich
CHN K72.1
Universitätstr 16
8092 Zürich - CH
 
Phone: +41446322374
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael Ralph M. Abrigo
Sent: 23 March 2011 23:51
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: missing values after splagvar

Hi Saraly!

You may want to check

Elhorst, J. P. (2010). Dynamic panels with endogenous interaction
effects when T is small. Regional Science and Urban Economics, 40(5),
272-282.

I had to abandon using GMM because of a very short panel. I instead
used bias-corrected LSDV, also discussed in the above article.

Cheers,
Michael

On Wed, Mar 23, 2011 at 9:15 PM, Andrade de Sa  Saraly
<saraly.andrade@env.ethz.ch> wrote:
> Hi Michael,
> Thank you very much for the suggestion. I constructed the matrix and the spatial lags while my dataset was still in wide form and it seems to work perfectly!
>
> Can I ask how if you then combined these spatial-lagged variables with eventually time lagged ones, in what you call the time-space dynamic model? I was wondering if it is ok if a now plug the spatial lags into a dynamic panel data specification, using -xtdpd-, for instance.
>
> Best,
> Saraly
>
> Saraly Andrade de Sa
> Ph.D. Student
> Institute for Environmental Decisions
> Chair of Environmental Policy and Economics
> ETH Zürich
> CHN K72.1
> Universitätstr 16
> 8092 Zürich - CH
>
> Phone: +41446322374
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael Ralph M. Abrigo
> Sent: 23 March 2011 09:09
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: missing values after splagvar
>
> Hi, Saraly!
>
> I can't remember exactly but I had the same problem some time back
> when I was tinkering with a time-space dynamic panel model. What I did
> was -reshape-d the data to wide format, computed for the weight matrix
> using -spwmatrix-, generated the spatial lags using -splagvar-, and
> -reshape-d the data back to its original format. I know this is a
> dirty job. I think I also tried tinkering with Mata and Kroneker
> product to come up with a block diagonal matrix which I used to
> generate the spatial lags in the original format of my data.
>
> Cheers,
> Michael
> On Wed, Mar 23, 2011 at 2:03 AM, Andrade de Sa Saraly
> <saraly.andrade@env.ethz.ch> wrote:
>>
>> Dear all,
>>
>> I have a panel dataset for all counties of a given country and I am trying to see whether deforestation in the northern counties can be explained, among other factors, by expansion of a given crop in more southern counties.
>>
>> For this analysis I thought about using spatial methods. I therefore constructed an inverse-distance weight matrix using -spwmatrix- (from SSC):
>>
>> . spwmatrix gecon latitude longitude, wname(W) wtype(inv) cart rowstand eignvar(eigen).
>>
>> Up to this point, everything seems to work fine.
>> Then I try to created spatial lags of my dependent variable (cleared) and some independent variables (cattle, pasture, roads, etc) using -splagvar- (also from SSC):
>>
>> . splagvar cleared, wname(W_n) wfrom(Mata) ind(cattle natpast plpast pop gdpcap avroads sgcn soya) order(2)
>>
>> My problem is that, at this stage, there are only missing values for the spatial-lagged variables.
>>
>> Do any of you have an idea about what I might be doing wrong?
>>
>> Thank you in advance,
>> Saraly
>>
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>
>
> --
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> prior condition the education of the people so that our country may
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-- 
"I am most anxious for liberties for our country... but I place as a
prior condition the education of the people so that our country may
have an individuality of its own and make itself worthy of
liberties... " Jose Rizal,1896

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