[Openspace] spatial models in STATA

[Jochen Mistelbacher]

Hi German,

Roger Bivand in his reply has already pointed to a previous post on the 
matter of getting weights from GeoDa to R. Additionally, there are some 
very very useful papers / workbooks available by Luc Anselin on weights 
and spatial regression in R, and of course Roger Bivand's description of 
the spdep-package. All of these together provide an excellent starting 
point for spatial analysis in R. Very much enjoyed it as a first-timer 
with R.

These are Luc Anselin's papers:

Anselin, L. (2003): Data and Spatial Weights in spdep: Notes and 
Illustrations.
Anselin, L. (2005): Spatial Regression Analysis in R: A Workbook.

Probably available via the sal-homepage.


Thank you Roger for your comments on the adjusted errors.

Greetings, Jochen




German M. Izon wrote:
> Jochen,
>
> Thank you for your response. I am pretty new with R but I heard that I 
> can even run spatial 2-SLS in R. Is there a site that I can go to 
> learn about the R commands for spatial models. How can I import the 
> weight matrix in R?
>
> Thank you!
> German.
>
> */Jochen Mistelbacher <jocsar at t-online.de>/* wrote:
>
>     Hi German,
>
>     there are some .ado-files available by Maurizio Pisati, I think
>     called spatreg and spatwmat. I have not used them till now so can
>     say nothing much further. Tried once the weight-matrix-code but
>     had some memory problems in Stata. Alternatively one can probably
>     take a route via R, means importing the weight-matrix from GeoDa
>     into R and then re-exporting into Stata. But have not tried that
>     either. Anyway, if already that far one could just run all the
>     procedures in R as well.
>     In SHAC-errors I would be interested as well.
>
>     Greetings, Jochen
>
>
>     German Muchnik Izon wrote:
>>     Hi,
>>
>>     Does anyone know if it is possible to run spatial models in STATA
>>     (i.e. lag, error, and 2SLS)? Can I export the weight matrix I
>>     create in GeoDA to STATA?
>>     I would also like to know if there is a way to calculate robust
>>     standard errors (SE) for spatial models? Is it similar to the
>>     White's robust SE for OLS models?
>>
>>     Thank you!
>>     German.
>>     University of New Mexico.
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>>     Openspace mailing list
>>     Openspace at sal.uiuc.edu
>>     http://sal.uiuc.edu/mailman/listinfo/openspace
>>
>
>
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