用STATA做空间计量.docx

用STATA做空间计量.docx

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用STATA做空间计量

用STATA做空间计量

HowcanIcalculateMoran'sIinStata?

Note:

Thecommandsshowninthispageareuser-writtenStatacommandsthatmustbedownloaded.Toinstallthepackageofspatialanalysistools,typefinditspatgsainthecommandwindow.

Moran'sIisameasureofspatialautocorrelation--howrelatedthevaluesofavariablearebasedonthelocationswheretheyweremeasured.Usingasetofuser-writtenStatacommands,wecancalculateMoran'sIinStata.WewillbeusingthespatwmatcommandtogenerateamatrixofweightsbasedonthelocationsinourdataandthespatgsacommandtocalculateMoran'sIorotherspatialautocorrelationmeasures.

Let'slookatanexample.Ourdataset,ozone,containsozonemeasurementsfromthirty-twolocationsintheLosAngelesareaaggregatedoveronemonth.Thedatasetincludesthestationnumber（station）,thelatitudeandlongitudeofthestation（latandlon）,andtheaverageofthehighesteighthourdailyaverages（av8top）.Thisdata,andotherspatialdatasets,canbedownloadedfromtheUniversityofIllinois'sSpatialAnalysisLab.Wecanlookatasummaryofourlocationvariablestoseetherangeoflocationsunderconsideration.

usehttp:

//www.ats.ucla.edu/stat/stata/faq/ozone.dta,clear

summarizelatlon

Variable|ObsMeanStd.Dev.MinMax

-------------+--------------------------------------------------------

lat|3234.0146.222816833.627534.69012

lon|32-117.7078.5683853-118.5347-116.2339

Basedontheminimumandmaximumvaluesofthesevariables,wecancalculatethegreatestEuclideandistancewemightmeasurebetweentwopointsinourdataset.

displaysqrt（（34.69012-33.6275）^2+（-116.2339--118.5347）^2）

2.5343326

Knowingthismaximumdistancebetweentwopointsinourdata,wecangenerateamatrixbasedonthedistancesbetweenpoints.Inthespatwmatcommand,wenametheweightsmatrixtobegenerated,indicatewhichofourvariablesarethex-andy-coordinatevariables,andprovidearangeofdistancevaluesthatareofinterestinthebandoption.Allofthedistancesareofinterestinthisexample,sowecreateabandwithanupperboundgreaterthanourlargestpossibledistance.Ifwedidnotcareaboutdistancesgreaterthan2,wecouldindicatethisinthebandoption.

spatwmat,name（ozoneweights）xcoord（lon）ycoord（lat）band（03）

Thefollowingmatrixhasbeencreated:

1.Inversedistanceweightsmatrixozoneweights

Dimension:

32x32

Distanceband:

0

Frictionparameter:

1

Minimumdistance:

0.1

1stquartiledistance:

0.4

Mediandistance:

0.6

3rdquartiledistance:

1.0

Maximumdistance:

2.4

Largestminimumdistance:

0.50

Smallestmaximumdistance:

1.23

Asdescribedintheoutput,thecommandabovegeneratedamatrixwith32rowsand32columnsbecauseourdataincludes32locations.Eachoff-diagonalentry[i,j]inthematrixisequalto1/（distancebetweenpointiandpointj）.Thus,thematrixentriesforpairsofpointsthatareclosetogetherarehigherthanforpairsofpointsthatarefarapart.Ifyouwishtolookatthematrix,youcandisplayitwiththematrixlistcommand.Withourmatrixofweights,wecannowcalculateMoran'sI.

spatgsaav8top,weights（ozoneweights）moran

Measuresofglobalspatialautocorrelation

Weightsmatrix

--------------------------------------------------------------

Name:

ozoneweights

Type:

Distance-based（inversedistance）

Distanceband:

0.0

Row-standardized:

No

--------------------------------------------------------------

Moran'sI

--------------------------------------------------------------

Variables|IE（I）sd（I）zp-value*

--------------------+-----------------------------------------

av8top|0.248-0.0320.0367.6790.000

--------------------------------------------------------------

*1-tailtest

Basedontheseresults,wecanrejectthenullhypothesisthatthereiszerospatialautocorrelationpresentinthevariableav8topatalpha=.05.

Variations

BinaryMatrix:

Ifthereexistssomethresholddistancedsuchthatpairswithdistanceslessthandareneighborsandpairswithdistancesgreaterthandarenot,youcancreateabinaryneighborsmatrixwiththespatwmatcommand（indicatingbinandsettingbandtohaveanupperboundofd）andusethisweightsmatrixforcalculatingMoran'sI.Wecoulddothisford=.75:

spatwmat,name（ozoneweights）xcoord（lon）ycoord（lat）band（0.75）bin

Thefollowingmatrixhasbeencreated:

1.Distance-basedbinaryweightsmatrixozoneweights

Dimension:

32x32

Distanceband:

0

Frictionparameter:

1

Minimumdistance:

0.1

1stquartiledistance:

0.4

Mediandistance:

0.6

3rdquartiledistance:

1.0

Maximumdistance:

2.4

Largestminimumdistance:

0.50

Smallestmaximumdistance:

1.23

spatgsaav8top,weights（ozoneweights）moran

Measuresofglobalspatialautocorrelation

Weightsmatrix

--------------------------------------------------------------

Name:

ozoneweights

Type:

Distance-based（binary）

Distanceband:

0.0

Row-standardized:

No

--------------------------------------------------------------

Moran'sI

--------------------------------------------------------------

Variables|IE（I）sd（I）zp-value*

--------------------+-----------------------------------------

av8top|0.188-0.0320.0336.7620.000

--------------------------------------------------------------

*1-tailtest

Inthisexample,thebinaryformulationofdistanceyieldsasimilarresult.Wecanrejectthenullhypothesisthatthereiszerospatialautocorrelationpresentinthevariableav8topatalpha=.05.

Usinganexistingmatrix:

IfyouhavecalculatedaweightsmatrixaccordingtosomeothermetricthanthoseavailableinspatwmatandwishtouseitincalculatingMoran'sI,spatwmatallowsyoutoreadinaStatadatasetoftherequireddimensionsandformatitasadistancematrixthatcanbeusedbyspatgsa.Ifaltweights.dtaisadatasetwith32columnsand32rows,itcouldbeconvertedtoaweightedmatrixaweightstobeusedinspatgsaanalyzingav8top:

spatwmatusing"C:

\altweights.dta",name（aweights）

HowdoIgenerateavariogramforspatialdatainStata?

Whenanalyzinggeospatialdata,describingthespatialpatternofameasuredvariableisofgreatimportance. UserwrittenStatacommandsallowyoutoexploresuchpatterns.Thispagewillusethevariogandvariog2command. Toinstallthis,typefinditvarioginyourcommandwindow.  

Thevariogcommandallowsyoutocalculateandgraphavariogramforregularlyspacedone-dimensionaldata. Thevariog2commandallowsyoutocalculateandgraphavariogramfortwo-dimensionaldatawithoutconstraintsonspacing. Inbothcases,thevariogramillustrateshowdifferencesinameasuredvariableZvaryasthedistancesbetweenthepointsatwhichZismeasuredincrease.

Let'slookatanexample. Ourdatasetcontainsozonemeasurementsfromthirty-twolocationsintheLosAngelesareaaggregatedoveronemonth. Thedatasetincludesthestationnumber（station）,thelatitudeandlongitudeofthestation（latandlon）,andtheaverageofthehighesteighthourdailyaverages（av8top）.Thisdata,andotherspatialdatasets,canbedownloadedfromtheGeoDaCenterforGeospatialAnalysisandComputation.

usehttp:

//www.ats.ucla.edu/stat/stata/faq/ozone,clear

clistin1/5

stationav8toplatlon

1.607.22580634.13583-117.9236

2.695.89919434.17611-118.3153

3.724.05288533.82361-118.1875

4.747.18145234.19944-118.5347

5.756.07661334.06694-117.7514

Forthesakeofanexample,let'simaginethatinsteadofspecificlatitudeandlongitudelocations,thestationsareevenlyspacedalongasinglelatitude. Ifweassumetheobservationsareintheorderinwhichthestationsappear,wecanusethevariogcommand. Inthecommand,weindicatethemeasuredoutcomeandwewilloptforthecalculatedvaluestobelisted. Bydefault,aplotofthesemi-variogramwillbegenerated. 

variogav8top,list

+----------------------------------+

|LagSemi-variance#ofpairs|

|----------------------------------|

|12.32850631|

|22.61508630|

|32.62986229|

|42.98358428|

|53.41502627|

|----------------------------------|

|62.92300726|

|74.10443725|

|83.37850324|

|93.53152823|

|104.4928122|

|----------------------------------|

|115.2296521|

|126.65785720|

|136.546219|

|146.12622118|

|156.55698317|

|----------------------------------|

|166.45151916|

+----------------------------------+

Next,let'sgenerateavariogramusingthelatitudeandlongitudeofthestations. Forthis,wewillusethevariog2command. Whilethelagdistanceinvariogwasassumedtobethedistancebetweeneachevenlyspacedobservation,variog2requirestheusertospecifythelagdistance.Let'slookatasummaryofourcoordinatestogetasenseofthedistancesexistinginourdata. 

summarizelatlon

Variable|ObsMeanStd.Dev.MinMax

-------------+--------------------------------------------------------

lat|3234.0146.222816833.627534.69012

lon|32-117.7078.5683853-118.5347-116.2339

Basedonthis,wecancalculatethemaximumpossibledistancewemightseeinourdata.

dissqrt（（33.6275-34.69012）^2+（-118.5347--116.2339）^2）

2.5343326

Asastartingpoint,wecanchoosealagdistanceof.1andwecanexaminedistancesupto12lagsapart.Wewanttochoosealagdistancethatyieldsenoughpairsineachlagtogenerateavariancethatwetrust.Wemightaimtohaveatleast15pairsineachlag.

variog2av8toplatlon,width（.1）lags（12）list

+----------------------------------+

|LagSemi-variance#ofpairs|

|----------------------------------|

|14.7294426|

|21.8984