SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics

P. Wilner Jeanty ()

Statistical Software Components from Boston College Department of Economics

Abstract: splagvar generates spatially lagged variables for both dependent and independent variables repectively listed in varlist1 and varlist2, constructs the Moran scatter plot, and calculates Moran's I statistics to test for the presence of spatial dependence in the variables listed in varlist1. The Moran's I p-value displayed on the Moran scatter plot is calculated using a random permutation procedure. Optionally, quasi-instruments can be generated. Unless quasi-instruments are requested, splagvar requires a spatial weights matrix which must have been created using spwmatrix (q.v.) or any other commands that generate spatial weights. The purpose of splagvar is to facilitate estimation by spatial two-stage least squares and generalized method of moments of spatial econometric models in Stata.

Language: Stata
Requires: Stata version 10.1
Keywords: spatial variables; spatial lags; Moran's scatter plot; Moran's I statistic (search for similar items in EconPapers)
Date: 2010-01-26, Revised 2012-08-09
Note: This module should be installed from within Stata by typing "ssc install splagvar". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (5)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/splagvar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/splagvar_randper.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/splagvar.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lsplagvar.mlib Mata object library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/splagvar.hlp help file (text/plain)

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