空间权重矩阵与相关性检验(Stata)

空间权重矩阵与相关性检验(Stata)

1 空间相关性检验

cd "D:\Allcode\Stata\Spatial-Econometrics\chapter01"
*将权重数据转化为矩阵
spatwmat using data\testwm.dta,name(W) // 或者使用 matlist W
* 矩阵查看，这里为0-1矩阵

由于窗口限制，不能很好显示完整。

1.1 全局空间相关性检验

use data\test01.dta,clear
*变量描述
describe

/*
Contains data from data\test01.dta
 Observations:            49                  
    Variables:             6                  21 Feb 2020 13:14
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Variable      Storage   Display    Value
    name         type    format    label      Variable label
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------
id              byte    %8.0g                 Neighborhood id value
hoval           float   %9.0g                 Housing value (in $1,000)
income          float   %9.0g                 Household income (in $1,000)
crime           float   %9.0g                 Residential burglaries & vehicle thefts per 1,000 households
x               float   %9.0g                 x coordinate of centroid (in arbitrary digitizing units)
y               float   %9.0g                 y coordinate of centroid (in arbitrary digitizing units)
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sorted by: 
end of do-file
*/

数据集test01是关于美国俄亥俄州哥伦布市的截面数据，hoval是房价，income表示收入，crime为犯罪率。下面进行全局空间自相关检验

* 全局空间自相关检验(双边检验)_莫兰指数
spatgsa crime,weights(W) moran twotail 

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1.2 局部空间自相关检验

* 局部空间自相关检验(双边检验)_莫兰指数
spatlsa crime,weights(W) moran twotail

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1.3 散点图

* 行标准化权重矩阵
spatwmat using data\testwm.dta,name(W1) standardize
* 可视化
spatlsa crime,weights(W1) moran graph(moran) symbol(n)

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2 权重矩阵

2.1 截断距离权重矩阵

* 导入数据
use data\test02.dta,clear

部分数据结构

* 生产截断二进制距离矩阵（标准化）
spatwmat,name(W2) xcoord(x) ycoord(y) band(0 12) binary standardize
* 查看矩阵
matrix list W2

* 将矩阵W2转化为文本txt
* 可能无法识别mat2txt命令，需要 ssc install mat2txt
mat2txt,matrix(W2) saving(out\weight) replace
* 将weight.txt转化为excel格式
dataout using out\weight.txt,excel replace //ssc install dataout

转化的矩阵后缀不是xlsx，而是xml，此时用excel打开即可

2.2 反距离权重矩阵

**# 5 反距离权重矩阵
spwmatrix gecon y x,wname(weight1) wtype(inv) 
* 查看反距离权重矩阵
matlist weight1
* 保存为txt文件
mat2txt,matrix(weight1) saving(out\weight1) replace
* 转化为excel数据
dataout using out\weight1.txt,excel

反二次方权重矩阵可以通过反距离权重相乘得到

* 反二次距离矩阵
mat weight2 = hadamard(weight1,weight1)
matlist weight2
mat2txt,matrix(weight2) saving(out\weight2) replace
dataout using out\weight2.txt,excel

生成新的权重矩阵可以用来检验空间相关性和空间计量建模。

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