I have written a little function to compute the Moran's I statistic of
spatial autocorrelation in gretl and uploaded it on the server (or I
tried to do so...I don't know if it was successful ;-)), but the related
script refers to data which cannot be found on the gretl server cause
there were no db suitable for spatial analysis.
I attach the files here for convenience.
They are taken from the package written by Pisati for stata (and are
publicly available): spatreg.
(This is the code you have to run in stata:
spatwmat using columbusswm.dta, name(W) standardize
use columbusdata.dta", replace
spatgsa crime, weights(W) moran
to reproduce the results of the script attached to my function)
I compared the results of my function with those produced by R (almost
the same) and stata (Pisati's code).
The latter are slightly different as far as the computation of the
standard deviation is concerned but I carefully checked the formulas in
the original papers (there are also references in the function) and they
should be right.
I have recently started working with spatial econometrics and I would
like to somehow try to integrate these models and statistics in my
preferred econometric software ;-)
This was just a first try...
See you
Giuseppe Vittucci
Show replies by date