spregress unable to find weighting matrix

[Chiara Pollio]

Dear Statlists,
I am working spregress. I was able to build the spatial weighting matrix by using the following command:

spmat contiguity W using regions_shp.dta, id(_ID)
warning: spatial-weighting matrix contains 12 islands

however, when I try to run the code for the regression I get an error message:

spregress SI_nuovo log_gdp_2008_percap log_tertiary_2008 patent_app_pc_2008 agri_2008 indu_2008 EQI_2010, gs2sls dvarlag(W)
weighting matrix W not found

Any suggestions about this? Is there an intermediate step that I am not doing?
Thank you and best regards,

[George Ford]

I think this will tell you if the matrix was created.

spmat summarize W, links

[Chiara Pollio]

I think this will tell you if the matrix was created.

spmat summarize W, links

Dear George, thank you for your feedback.
The matrix seems to actually exist. When I run the code you suggested I get the following:

spmat summarize W, links

Summary of spatial-weighting object W
--------------------------------------
        Matrix |          Description
---------------+----------------------
    Dimensions |            209 x 209
     Stored as |            209 x 209
 Links         |
         total |                  890
           min |                    0
          mean |             4.258373
           max |                   11
--------------------------------------
warning: spatial-weighting matrix contains 12 islands

[George Ford]

I've had similar issues. It could be missing data. The W matrix has to be the exact size of the sample used in estimation. One missing observation throws the whole thing off.

[Rafal Raciborski]

Hello Chiara,

It looks like you are mixing the user-written spmat command with Stata's spregress. Make sure to use Stata's spmatrix command if you want to use spregress.