天鷹.jpg
天鷹（中南財(cái)大——博士研究生）
E-mail: [yanbinglh@163.com]
空間計(jì)量經(jīng)濟(jì)學(xué)其本質(zhì)內(nèi)涵依據(jù)的是地理學(xué)第一定律胜榔，也即兩個(gè)體之間在地理距離上越相近淋叶，那么它們之間的相關(guān)性就越強(qiáng)。然而乳蛾，學(xué)習(xí)空間計(jì)量經(jīng)濟(jì)學(xué)的第一步就是要構(gòu)造空間權(quán)重矩陣，根據(jù)空間權(quán)重矩陣去進(jìn)行后續(xù)的檢驗(yàn)以及模型回歸朱监，因此臭埋，空間權(quán)重矩陣的構(gòu)造顯得越發(fā)基礎(chǔ)和重要，它直接關(guān)乎模型結(jié)果的成敗伞矩。很多同學(xué)習(xí)慣拿來(lái)主義，反而忽視了自己練手的機(jī)會(huì)夏志，接下來(lái)本文重點(diǎn)演示常用的幾種的空間權(quán)重矩陣的構(gòu)建方法和注意事項(xiàng)：
- 鄰接矩陣乃坤，也即0-1矩陣
- 反距離矩陣
- 地理距離的平方
- 經(jīng)濟(jì)距離矩陣
- 逆經(jīng)濟(jì)距離矩陣
上述目標(biāo)矩陣的構(gòu)建，多數(shù)基于個(gè)體的經(jīng)緯度來(lái)實(shí)現(xiàn)盲镶，關(guān)于經(jīng)緯度的數(shù)據(jù)侥袜，不管是省級(jí)層面還是地市級(jí)市經(jīng)緯度數(shù)據(jù)均可以通過(guò)多種方法得到，本文不在贅述（具體數(shù)據(jù)來(lái)源見(jiàn)文末）溉贿。
本文主要基于省級(jí)層面數(shù)據(jù)來(lái)構(gòu)造上述各種矩陣
1.鄰接矩陣
其本質(zhì)思想是基于兩個(gè)個(gè)體在地理位置上是否相鄰進(jìn)行判斷并進(jìn)行賦值枫吧，如果相鄰，則賦值1宇色，不相鄰則賦值0九杂。
具體操作命令如下：
use shengji_jingwei.dta,clear / /導(dǎo)入經(jīng)緯度數(shù)據(jù)
spwmatrix gecon y x, wn(w01) wtype(bin) dband(0 12) cart xport(w01,txt) row replace / /生成01矩陣
結(jié)果顯示：
N.B.: Elements of one row of the weights matrix sum up to zero; weights matrix was not row-standardized
This row is:
30
You might want to rethink your weights structure criteria.
Use nearstat to obtain distance information and a neighbor count
for your distance-cutoff or distance band.
An alternative is to specify the noisland option to generate the spatial weights without the island observation:
Binary distance spatial weights matrix (30 x 30) calculated successfully and the following action(s) taken:
- Spatial weights matrix created as Stata object(s): w01.
- Spatial weights matrix saved to .txt file, C:\Users\天鷹\Desktop\12.23空間計(jì)量學(xué)習(xí)/w01.txt, for use with other Stata packages.
在結(jié)果呈現(xiàn)的時(shí)候，可以有不同的形式宣蠕，包括：文本格式例隆、excel、word以及spmat（注意：stata15該格式?jīng)]法直接打開(kāi)）
具體命令如下:
spmat import w01 using w01.txt,replace / /導(dǎo)出為txt格式
dataout using w01.txt, word excel replace / /矩陣轉(zhuǎn)換為word和excel文件
spmat save w01 using w01.spmat,replace / /導(dǎo)出為spmat格式
spmat use w01 using w01.spmat,replace / /導(dǎo)入w01矩陣
同時(shí)抢蚀，需要注意的是镀层，后續(xù)空間計(jì)量模型的各種檢驗(yàn)以及回歸，需要的是dta格式文件皿曲，為滿足后續(xù)要求唱逢，本文也進(jìn)行了txt格式轉(zhuǎn)dta格式的操作。
clear all
insheet using w01.txt, delimiter(" ")
*list, table clean noheader
save w01.dta, replace / /把txt文本文件保存為dta文件屋休，留做后續(xù)回歸使用
最終0-1矩陣呈現(xiàn)
v1 v2 v3 v4 v5 v6 v7 v8 v9 v10 v11 v12 v13 v14 v15 v16 v17 v18 v19 v20 v21 v22 v23 v24 v25 v26 v27 v28 v29 v30 v31
1 0 1 1 1 1 1 1 0 1 1 1 1 0 0 1 1 1 0 0 0 0 0 0 0 0 1 0 0 1 0
2 1 0 1 1 1 1 1 0 1 1 1 1 0 1 1 1 1 0 0 0 0 0 0 0 0 1 0 0 1 0
3 1 1 0 1 1 1 1 0 1 1 1 1 0 1 1 1 1 0 0 0 0 0 0 0 0 1 0 0 1 0
4 1 1 1 0 1 1 0 0 1 1 1 1 0 1 1 1 1 1 0 0 0 1 1 0 0 1 1 0 1 0
5 1 1 1 1 0 1 0 0 0 1 0 1 0 0 1 1 1 0 0 0 0 1 0 0 0 1 1 0 1 0
6 1 1 1 1 1 0 1 1 1 1 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0
7 1 1 1 0 0 1 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
8 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
9 1 1 1 1 0 1 0 0 0 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0
10 1 1 1 1 1 1 0 0 1 0 1 1 1 1 1 1 1 1 1 0 0 1 0 0 0 1 0 0 0 0
11 1 1 1 1 0 0 0 0 1 1 0 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0
12 1 1 1 1 1 1 0 0 1 1 1 0 1 1 1 1 1 1 1 0 0 1 0 1 0 1 0 0 0 0
13 0 0 0 0 0 0 0 0 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 0 0 0 0 0 0
14 0 1 1 1 0 0 0 0 1 1 1 1 1 0 1 1 1 1 1 1 1 1 0 1 0 1 0 0 0 0
15 1 1 1 1 1 1 1 0 1 1 1 1 1 1 0 1 1 1 0 0 0 0 0 0 0 1 0 0 0 0
16 1 1 1 1 1 1 0 0 1 1 1 1 1 1 1 0 1 1 1 0 0 1 1 1 0 1 1 0 1 0
17 1 1 1 1 1 0 0 0 1 1 1 1 1 1 1 1 0 1 1 1 0 1 1 1 0 1 1 0 1 0
18 0 0 0 1 0 0 0 0 1 1 1 1 1 1 1 1 1 0 1 1 1 1 1 1 1 1 1 0 1 0
19 0 0 0 0 0 0 0 0 1 1 1 1 1 1 0 1 1 1 0 1 1 1 0 1 0 0 0 0 0 0
20 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 1 1 1 0 1 1 1 1 1 0 0 0 0 0
21 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 1 1 1 0 0 0 1 0 0 0 0 0 0
22 0 0 0 1 1 0 0 0 0 1 0 1 1 1 0 1 1 1 1 1 0 0 1 1 1 1 1 0 1 0
23 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 1 0 1 0 1 1 1 1 1 1 0
24 0 0 0 0 0 0 0 0 0 0 0 1 1 1 0 1 1 1 1 1 1 1 1 0 1 1 1 0 1 0
25 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 1 0 1 1 1 0 0 1 0 0 0
26 1 1 1 1 1 0 0 0 0 1 0 1 0 1 1 1 1 1 0 0 0 1 1 1 0 0 1 0 1 0
27 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 1 1 1 1 1 0 1 1 0
28 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 1 0 1 0
29 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 1 1 1 0 1 1 1 0 0
30 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2.反距離矩陣和地理矩陣平方的構(gòu)建方法
其中(alpha = 1) 表示反距離坞古，(alpha = 2) 表示反距離平方。
- ①反距離矩陣
spwmatrix gecon y x, wn(winv) wtype(inv) cart alpha(1) xport(winv,txt) row replace / / 生成反距離矩陣
結(jié)果輸出在屏幕上
matlist winv / / *輸出建立的矩陣* /
spmat import winv using winv.txt,replace / /導(dǎo)出為txt格式
spmat save winv using winv.spmat,replace / /導(dǎo)出為spmat格式
spmat use winv using winv.spmat,replace / /導(dǎo)入winv矩陣
clear all
insheet using winv.txt, delimiter(" ")
*list, table clean noheader
save winv.dta, replace / /把txt文本文件保存為dta文件劫樟，留做后續(xù)回歸使用
- ②反距離平方矩陣
具體命令如下
spwmatrix gecon y x, wn(winvsq) wtype(inv) cart alpha(2) xport(winv,txt) row replace / /生成反距離平方矩陣
3.經(jīng)濟(jì)距離矩陣和逆經(jīng)濟(jì)距離矩陣平方的構(gòu)建方法
- ①經(jīng)濟(jì)距離矩陣
具體命令如下：
spwmatrix gecon x y, wn(weco) wtype(econ) cart econvar(pgdp) xport(weco,txt) rowstand replace / /生成經(jīng)濟(jì)距離矩陣
注意：經(jīng)濟(jì)距離矩陣構(gòu)造過(guò)程中由于蘊(yùn)含了經(jīng)濟(jì)指標(biāo)痪枫，而使得兩個(gè)體之間的相似程度不在僅僅取決于地理位置，同時(shí)還取決于經(jīng)濟(jì)相近叠艳。具體在命令中體現(xiàn)為
econvar(pgdp) 本文在經(jīng)緯度基礎(chǔ)上添加的經(jīng)濟(jì)變量為人均GDP
wtype(econ)
- ②經(jīng)濟(jì)反距離矩陣
具體命令如下：
spwmatrix gecon x y, wn(winveco) wtype(invecon) cart econvar(pgdp) xport(winveco,txt) rowstand replace / /生成經(jīng)濟(jì)距離矩陣
和經(jīng)濟(jì)距離矩陣區(qū)別體現(xiàn)為:
wtype(invecon)
矩陣結(jié)果為：
v1 v2 v3 v4 v5 v6 v7 v8 v9 v10 v11 v12 v13 v14 v15 v16 v17 v18 v19 v20 v21 v22 v23 v24 v25 v26 v27 v28 v29 v30 v31
1 0 .8754078 .1138751 .001618 .0031358 .0005528 7.77e-06 2.48e-07 .0001006 .0002292 4.36e-06 .000046 2.33e-07 7.01e-07 .0047585 .0002189 1.00e-05 3.24e-07 1.36e-08 9.62e-10 6.94e-12 4.32e-07 1.13e-08 1.36e-08 1.05e-10 .0000277 3.26e-07 1.86e-10 5.28e-06 5.99e-15
2 .9022794 0 .0754405 .0011504 .0012481 .0012037 .0000143 3.38e-07 .0001753 .0009076 .000016 .0001268 6.94e-07 1.70e-06 .0170579 .0003354 .000016 5.65e-07 3.11e-08 1.54e-09 1.48e-11 4.95e-07 9.37e-09 1.71e-08 1.10e-10 .0000216 1.89e-07 9.99e-11 2.95e-06 2.58e-15
3 .4291732 .2760048 0 .1505959 .0278411 .0043987 .0001911 .0000186 .0000404 .0009104 .000025 .0029752 3.30e-06 .0000511 .0671402 .0303705 .0011684 .0000661 1.67e-07 6.03e-08 1.04e-09 .0000475 8.04e-07 5.17e-07 4.26e-09 .007526 9.88e-06 1.73e-08 .001441 7.52e-13
4 .0045312 .0031275 .1119634 0 .0590568 .0000351 1.01e-06 1.14e-07 8.05e-06 .0001915 .0000114 .0077641 4.28e-06 .0005088 .0044057 .6756738 .0063517 .0007788 8.87e-07 2.43e-06 1.85e-08 .0007542 .0001533 .0000225 2.84e-07 .0986088 .0007046 4.21e-06 .0253357 2.40e-11
5 .0822245 .0317692 .1936757 .5528853 0 .0012774 .0000102 4.29e-07 9.59e-06 .0003773 .0000191 .0003615 .0002222 .0000141 .0650706 .0118382 .0011742 .0000299 2.97e-06 1.41e-07 4.36e-10 .0002421 .0000164 3.79e-06 6.92e-08 .035219 .0010001 9.91e-07 .022555 4.66e-11
6 .0188998 .0399519 .0398997 .0004282 .0016665 0 .6996732 .0069401 .0003542 .0029361 .000116 .0004072 .0000111 5.00e-06 .1884488 .0002289 .0000199 7.10e-07 9.82e-08 1.50e-09 4.41e-11 3.99e-07 3.50e-09 8.39e-09 4.40e-11 .0000108 5.52e-08 4.14e-11 1.33e-06 1.58e-15
7 .0001797 .0003215 .0011725 8.38e-06 8.96e-06 .4735466 0 .5242176 8.43e-06 .0000333 1.80e-06 9.20e-06 8.22e-08 1.29e-07 .0004855 4.44e-06 1.41e-06 1.73e-08 6.85e-10 2.83e-11 1.54e-12 2.84e-08 5.90e-11 1.19e-10 6.18e-13 3.64e-07 8.86e-10 9.99e-13 3.65e-08 6.07e-17
8 .0000108 .0000143 .0002158 1.77e-06 7.15e-07 .0088744 .9908704 0 1.62e-07 6.24e-07 3.06e-08 5.14e-07 1.20e-09 7.21e-09 9.49e-06 7.88e-07 1.24e-08 5.96e-09 1.14e-11 1.57e-12 1.99e-13 2.80e-10 7.87e-12 6.15e-12 3.92e-14 2.51e-08 1.19e-10 4.80e-13 5.27e-08 1.60e-16
9 .0013443 .0022746 .0001433 .0000385 4.89e-06 .0001385 4.87e-06 4.95e-08 0 .4474513 .4902973 .0367533 .0086312 .003086 .0086573 .0006984 .0003185 .0000876 .0000595 4.49e-07 5.67e-08 3.77e-06 1.89e-08 5.86e-07 2.02e-09 5.52e-06 2.73e-08 1.71e-11 2.05e-07 1.33e-16
10 .0015855 .0060948 .0016707 .000473 .0000995 .0005939 9.95e-06 9.87e-08 .2314713 0 .4223532 .1806388 .0050015 .0032532 .1381152 .0065718 .0017046 .0002012 .0000822 6.17e-07 2.86e-08 .0000193 1.01e-07 1.56e-06 5.61e-09 .0000557 2.28e-07 1.39e-10 2.20e-06 1.26e-15
11 .0000316 .0001127 .0000482 .0000295 5.29e-06 .0000246 5.65e-07 5.08e-09 .2663619 .4437749 0 .0528403 .2023475 .0256768 .004309 .0009656 .0011927 .0005937 .0016491 3.97e-06 6.80e-07 .0000176 7.01e-08 3.24e-06 1.19e-08 9.97e-06 4.69e-08 4.34e-11 3.12e-07 2.86e-16
12 .0001112 .0002974 .0019077 .0067037 .0000333 .0000288 9.61e-07 2.84e-08 .0066399 .0630919 .0175737 0 .0037758 .7169408 .0134439 .1417291 .020109 .0066252 .0001019 .000094 6.71e-07 .0002241 .0000208 .0000448 1.99e-07 .0004727 3.48e-06 4.53e-09 .0000252 2.30e-14
13 2.62e-06 7.59e-06 9.85e-06 .0000172 .0000968 3.64e-06 4.00e-08 3.11e-10 .0072739 .0081493 .3139634 .0176114 0 .3843463 .002566 .000878 .0052462 .0110798 .2481955 .0002083 .0000673 .0001874 7.03e-07 .0000661 3.14e-07 .0000216 1.36e-07 2.62e-10 6.32e-07 1.51e-15
14 1.69e-06 3.98e-06 .0000327 .000439 1.30e-06 3.53e-07 1.34e-08 3.98e-10 .0005571 .0011353 .0085328 .7130878 .0823365 0 .0001603 .0141788 .0260826 .1396944 .0088532 .0029945 .0000677 .000862 .0002419 .0005734 2.68e-06 .0001503 1.90e-06 7.05e-09 7.86e-06 2.52e-14
15 .0594635 .2069278 .2225844 .0196564 .0310439 .0688202 .0002622 2.71e-06 .0080907 .2495556 .007414 .0695365 .0028489 .0008296 0 .0473371 .0043531 .0001684 .0000327 3.68e-07 7.01e-09 .000074 5.05e-07 2.09e-06 9.85e-09 .0009369 3.23e-06 2.00e-09 .0000552 2.99e-14
16 .0004987 .0007419 .0183743 .5485615 .0010288 .0000153 4.38e-07 4.11e-08 .000119 .002165 .0003029 .1335935 .0001776 .0133742 .0086324 0 .1785498 .0385835 .0000315 .0000308 2.39e-06 .0043795 .0001203 .0001609 9.60e-07 .0463862 .0001236 1.60e-06 .0040433 5.52e-12
17 5.94e-06 9.19e-06 .0001837 .0013445 .0000266 3.46e-07 3.62e-08 1.69e-10 .0000141 .0001461 .0000974 .0049349 .0002761 .0064059 .0002066 .0464494 0 .0448057 .0001895 .0000793 6.15e-07 .8776565 .0000558 .0004897 2.14e-06 .016342 .0000233 4.96e-08 .0002545 3.70e-13
18 1.62e-06 2.73e-06 .0000875 .0013846 5.68e-06 1.04e-07 3.73e-09 6.82e-10 .0000327 .000145 .0004074 .0136637 .0049017 .2883187 .0000672 .0842291 .3768047 0 .0275055 .0327418 .0012635 .1189903 .0012464 .0414695 .0001672 .005522 .0000531 9.70e-07 .0009873 7.16e-11
19 3.86e-07 8.57e-07 1.25e-06 8.98e-06 3.21e-06 8.14e-08 8.39e-10 7.36e-12 .0001263 .000337 .0064418 .0011964 .624315 .1040371 .0000741 .0003924 .0090622 .1565176 0 .0749371 .0127442 .0033775 .0000311 .006272 .0000638 .000056 1.25e-06 8.10e-09 2.44e-06 5.01e-14
20 2.05e-08 3.18e-08 3.41e-07 .0000185 1.15e-07 9.33e-10 2.60e-11 7.63e-13 7.15e-07 1.90e-06 .0000116 .0008301 .0003937 .0264557 6.27e-07 .0002883 .0028475 .139926 .0562554 0 .0478589 .0171497 .0103011 .650237 .0472388 .0001254 .0000384 1.26e-06 .0000189 7.74e-12
21 2.31e-09 4.77e-09 9.21e-08 2.19e-06 5.54e-09 4.29e-10 2.22e-11 1.52e-12 1.41e-06 1.37e-06 .0000312 .0000923 .0019863 .0093203 1.87e-07 .000346 .0003451 .0845884 .1494931 .7474629 0 .0005286 .0000805 .0048182 .000894 6.32e-06 2.94e-07 1.19e-07 1.21e-06 1.41e-12
22 2.81e-07 3.12e-07 8.17e-06 .0001748 5.99e-06 7.58e-09 7.97e-10 4.15e-12 1.83e-07 1.81e-06 1.57e-06 .0000602 .0000108 .0002318 3.85e-06 .0012473 .9389737 .0154897 .0000773 .0005227 1.03e-06 0 .0047775 .016265 .0001516 .0205837 .0003477 2.38e-06 .0010607 1.58e-11
23 3.69e-07 2.96e-07 6.94e-06 .0017835 .0000203 3.33e-09 8.29e-11 5.86e-12 4.59e-08 4.74e-07 3.14e-07 .0002786 2.03e-06 .0032236 1.31e-06 .0017195 .0030653 .0081406 .0000356 .0157198 7.88e-06 .2395215 0 .1890864 .2089912 .0263222 .2109824 .0421246 .0489651 1.55e-07
24 1.04e-07 1.27e-07 1.05e-06 .0000615 1.11e-06 1.87e-09 3.92e-11 1.08e-12 3.35e-07 1.72e-06 3.41e-06 .0001418 .0000449 .0018162 1.28e-06 .0005399 .0063126 .0635977 .00169 .2334779 .0001107 .1915284 .0444291 0 .2168594 .0011868 .2379644 8.17e-06 .0002215 4.51e-11
25 2.81e-09 2.85e-09 3.03e-08 2.72e-06 7.07e-08 3.44e-11 7.15e-13 2.40e-14 4.05e-09 2.17e-08 4.38e-08 2.20e-06 7.45e-07 .0000297 2.11e-08 .0000113 .0000967 .0008979 .0000602 .0593968 .0000719 .0062491 .1719492 .7581707 0 .0000853 .0026671 .0002472 .000061 3.80e-09
26 .0000956 .0000725 .0068747 .1213731 .0046324 1.09e-06 5.43e-08 1.97e-09 1.42e-06 .0000277 4.73e-06 .0006746 6.60e-06 .0002147 .0002586 .0701672 .0951422 .0038177 6.81e-06 .0000203 6.55e-08 .1094605 .0027888 .0005354 .000011 0 .0176183 .0000235 .5661704 3.06e-10
27 2.68e-06 1.51e-06 .0000216 .0020712 .0003139 1.33e-08 3.15e-10 2.24e-11 1.68e-08 2.71e-07 5.31e-08 .0000119 9.92e-08 6.49e-06 2.12e-06 .0004466 .0003239 .0000877 3.63e-07 .0000149 7.27e-09 .004409 .0533853 .2824539 .0008215 .0420573 0 .004309 .6092586 3.80e-08
28 8.95e-08 4.66e-08 2.21e-06 .0007207 .0000182 5.82e-10 2.08e-11 5.29e-12 6.16e-10 9.67e-09 2.87e-09 9.01e-07 1.12e-08 1.40e-06 7.68e-08 .0003398 .0000402 .0000937 1.37e-07 .0000285 1.73e-07 .0017664 .6219616 .0005138 .0044404 .0032835 .2516995 0 .0907256 .0243631
29 .0000208 .0000113 .0015057 .035534 .0033816 1.53e-07 6.21e-09 4.71e-09 6.02e-08 1.25e-06 1.69e-07 .0000409 2.20e-07 .0000128 .0000174 .0069672 .0016882 .0007767 3.38e-07 3.49e-06 1.43e-08 .006426 .0059124 .0001139 8.96e-06 .6459229 .2909125 .0007409 0 2.65e-08
30 1.18e-10 4.95e-11 3.95e-09 1.69e-07 3.51e-08 9.12e-13 5.19e-14 7.27e-14 1.96e-13 3.61e-12 7.78e-13 1.88e-10 2.65e-12 2.06e-10 4.73e-11 4.77e-08 1.24e-08 2.90e-07 3.49e-11 7.19e-09 8.32e-11 4.81e-07 .0000942 1.17e-07 2.81e-06 1.76e-06 .0000913 .9996753 .0001335 0
