最近在用stata做省际空间面板计量时遇到了一些困难,在参考陈强一书设定W矩阵后显示:
The following matrix has been created:
1. Imported non-binary weights matrix W
Dimension: 30x30
本兴奋的以为要做好了,结果在进行全局莫兰检验时候出了问题,我之前的数据是已经用stata的Reshape语言汇编好了30个省的面板数据,然后用这个空间权重矩阵在进行检验时stata处错误了,显示:
Matrix W is 30x30, the dataset in use has 480 obs.
To run -spatgsa- weights matrix dimension must equal N. of obs
请教一下,遇到这种情况是不是要把权重矩阵转化一下呢?