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

Author

Listed:
  • P. Wilner Jeanty

    (The Kinder Institute for Urban Research/Hobby Center for the Study of Texas, Rice University)

Programming Language

Stata

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.

Suggested Citation

  • P. Wilner Jeanty, 2010. "SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics," Statistical Software Components S457112, Boston College Department of Economics, revised 09 Aug 2012.
    • Handle: RePEc:boc:bocode:s457112
    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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/splagvar.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/splagvar_randper.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/splagvar.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lsplagvar.mlib
    File Function: Mata object library
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/splagvar.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Marcos Herrera Gomez, 2015. "Econometría espacial usando Stata. Breve guía aplicada para datos de corte transversal," Working Papers 13, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    2. Zotti, Roberto & Barra, Cristian, 2014. "Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efficiency?," MPRA Paper 60065, University Library of Munich, Germany.
    3. Thomas Scheiber & Caroline Stern, 2016. "Currency substitution in CESEE: why do households prefer euro payments?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 73-98.
    4. Tommaso Agasisti & Cristian Barra & Roberto Zotti, 2019. "Research, knowledge transfer, and innovation: The effect of Italian universities’ efficiency on local economic development 2006−2012," Journal of Regional Science, Wiley Blackwell, vol. 59(5), pages 819-849, November.
    5. Lippert, Christian & Chatzopoulos, Thomas & Schmidtner, Eva & Aurbacher, Joachim, 2011. "Explaining The Climate-Dependent Distribution Of Crops In Space –The Example Of Corn And Corn-Cob-Mix In Baden-Württemberg," 51st Annual Conference, Halle, Germany, September 28-30, 2011 114504, German Association of Agricultural Economists (GEWISOLA).

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