Dubin 1998 Replication

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

Dubin 1998 Replication

Postby CharlieEVIEWS » Thu Apr 16, 2015 1:02 pm

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 distance.read {%cd}\durbindistance.txt !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
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