## Dubin 1998 Replication

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CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

### Dubin 1998 Replication

This code replicates part of Dubin (1998) - Spatial Econometrics, A Primer. The .txt attachment is the values of their (simulated) distance matrix (to check for congruence of results). Please feel free to post any questions below and I'll do my best to answer.

Charlie

Code: Select all

''This is a file to replciate the first half (SEM part) of Dubin (1998) in JoHE
%cd = Change your CD here
'Set up the distance matrix
wfcreate(wf=durbinreplication) u 1
matrix(10,10) distance
!lamda1 = 0.33
!lamda2 = 0.67
for !l = 1 to 2
for !p = 1 to 3
matrix(@rows(distance),@columns(distance)) w_{!p}_{!l}
for !a = 1 to @rows(w_{!p}_{!l})
for !b = !a to @rows(w_{!p}_{!l})
if !a<>!b then
w_{!p}_{!l}(!a,!b)=1/distance(!a,!b)^(!p)
w_{!p}_{!l}(!b,!a)=w_{!p}_{!l}(!a,!b)
endif
next
next
for !a = 1 to @rows(w_{!p}_{!l})
!temp = @csum(@transpose((w_{!p}_{!l})))(!a)
for !b = 1 to @rows(w_{!p}_{!l})
if !a<>!b then
w_{!p}_{!l}(!a,!b)=w_{!p}_{!l}(!a,!b)/!temp
endif
next
next
matrix V_{!p}_{!l}   = @inverse(@identity(10)-(!lamda{!l}*w_{!p}_{!l}))*@inverse(@identity(10)-(!lamda{!l}*(@transpose(w_{!p}_{!l}))))
matrix(@rows(V_{!p}_{!l}),@columns(V_{!p}_{!l})) C_{!p}_{!l}
for !a = 1 to @rows(C_{!p}_{!l})
for !b = !a to @rows(C_{!p}_{!l})
C_{!p}_{!l}(!a,!b)=V_{!p}_{!l}(!a,!b)/@sqrt(V_{!p}_{!l}(!a,!a)*V_{!p}_{!l}(!b,!b))
next
next
matrix(((@rows(C_{!p}_{!l})-1)*@rows(C_{!p}_{!l}))/2,2) output_matrix_{!p}_{!l}
!c = 0
for !a = 1 to @rows(C_{!p}_{!l})
for !b = !a to @rows(C_{!p}_{!l})
if !a<>!b then
!c = !c+1
output_matrix_{!p}_{!l}(!c,2)=C_{!p}_{!l}(!a,!b)
output_matrix_{!p}_{!l}(!c,1)=distance(!a,!b)
endif
next
next
freeze(output_graph_{!p}_{!l}) output_matrix_{!p}_{!l}.scat
show output_graph_{!p}_{!l}
next
next

Attachments
dubindistance.txt