[转载] 刘迪: Stata空间溢出效应的动态图形 (空间计量)

 

原文链接：https://www.lianxh.cn/news/0b822f835c9d5.html

• 原文：How to create animated graphics to illustrate spatial spillover effects
• 中文版PPT 在线浏览
• 6 March 2018
• 作者：Di Liu, Senior Econometrician

 

 

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This post shows how to create animated graphics that illustrate the spatial spillover effects generated by a spatial autoregressive (SAR) model. After reading this post, you could create an animated graph like the following.

This post is organized as follows. First, I estimate the parameters of a SAR model. Second, I show why a SAR model can produce spatial spillover effects. Finally, I show how to create an animated graph that illustrates the spatial spillover effects.

A SAR model

I want to analyze the homicide rate in Texas counties as a function of unemployment. I suspect that the homicide rate in one county affects the homicide rate in neighboring counties.

I want to answer two questions.

1. How can I set up a model that explicitly allows the homicide rate in one county to depend on the homicide rate in neighboring counties?
2. Given my model, if the unemployment rate in Dallas increases to 10%, how would the homicide rate change in the neighboring counties of Dallas ?

Fit a SAR model

A standard linear model for the homicide rate in county $i$ $({\mathbf{h}\mathbf{r}\mathbf{a}\mathbf{t}\mathbf{e}}_i)$ as a function of the unemployment rate in that county’s ${\mathbf{u}\mathbf{n}\mathbf{e}\mathbf{m}\mathbf{p}\mathbf{l}\mathbf{o}\mathbf{y}\mathbf{m}\mathbf{e}\mathbf{n}\mathbf{t}}_i$ is

$${\mathbf{h}\mathbf{r}\mathbf{a}\mathbf{t}\mathbf{e}}_i={\beta }_0+{\beta }_1{\mathbf{u}\mathbf{n}\mathbf{e}\mathbf{m}\mathbf{p}\mathbf{l}\mathbf{o}\mathbf{y}\mathbf{m}\mathbf{e}\mathbf{n}\mathbf{t}}_i+{ϵ}_i$$

A SAR model allows $({\mathbf{h}\mathbf{r}\mathbf{a}\mathbf{t}\mathbf{e}}_i)$ to depend on the homicide rate in neighboring counties. I need some new notation to write down a SAR model. I let $(W_{i,j})$ be a positive number if county $j$ is a neighbor of county $i$, zero if the $j$ is not a neighbor of $i$, and zero if $j=i$, because no county can border itself.

Given this notation, a SAR model that allows the homicide rate in county $i$ to depend on the homicide rate in neighboring counties can be written as

h r a t e i = γ 1 ∑ j = 1 N W i , j h r a t e j + β 1 u n e m p l o y m e n t i + β 0 + ϵ i {\bf hrate}_i = \gamma_1\sum_{j=1}^N W_{i,j} {\bf hrate}_{j} + \beta_1 {\bf unemployment}_{i} + \beta_0 + \epsilon_i hratei​=γ1​j=1∑N​Wi,j​hratej​+<