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  • How to get a positive definite spatial weight matrix in Stata

    Hi everyone,

    When I use pvarirfcivo package, I met the error :

    matrix not positive definite

    So I wondering if there is an option to get a positive definite spatial weight matrix in Stata. Looking forward to any advice.

    Regards,
    Iris

  • #2
    By using the option eignval(eignv_name) of spwmatrix and
    Code:
    
    
    Code:
       mat list eignv_name
    I found some of eigenvalues are negetive but some not.

    Maybe we can't control the weight matrix is or is not positive definite. But it really influence the subsequent calculation for spatial Pvar.

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