[Openspace] spatial models in STATA

[Richard Ngetich]

Dear German

I would also propose that you try R. Manuals to how to use it are available
on the web. A lot of literature from people who have used it is also
available.

Regards
Richard

-----Original Message-----
From: Jochen Mistelbacher [mailto:jocsar at t-online.de] 
Sent: Monday, November 19, 2007 8:02 PM
To: German Muchnik Izon
Cc: openspace at sal.uiuc.edu
Subject: Re: [Openspace] spatial models in STATA

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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