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Creating and managing spatial-weighting matrices with the spmat command

Author

Listed:
  • David M. Drukker

    (StataCorp)

  • Hua Peng

    (StataCorp)

  • Ingmar Prucha

    (University of Maryland)

  • Rafal Raciborski

    (StataCorp)

Abstract

We present the spmat command for creating, managing, and storing spatial-weighting matrices, which are used to model interactions between spatial or more generally cross-sectional units. spmat can store spatial-weighting matrices in a general and banded form. We illustrate the use of the spmat command and discuss some of the underlying issues by using United States county and postalcode- level data. Copyright 2013 by StataCorp LP.

Suggested Citation

  • David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski, 2013. "Creating and managing spatial-weighting matrices with the spmat command," Stata Journal, StataCorp LLC, vol. 13(2), pages 242-286, June.
    • Handle: RePEc:tsj:stataj:y:13:y:2013:i:2:p:242-286
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    References listed on IDEAS

    as
    1. Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
    2. David M. Drukker & Peter Egger & Ingmar R. Prucha, 2013. "On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 686-733, August.
    3. J. Scott Long, 2009. "The Workflow of Data Analysis Using Stata," Stata Press books, StataCorp LLC, number wdaus, March.
    4. David M. Drukker & Ingmar Prucha & Rafal Raciborski, 2013. "A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables," Stata Journal, StataCorp LLC, vol. 13(2), pages 287-301, June.
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