COURSE OVERVIEW

Many phenomena in the fields of economics, medical and social science, such as unemployment, crime rates or infectious diseases tend to be spatially correlated. Spatial econometrics has developed to include techniques and methods to model the spatial characteristics of such data, by taking into account both spillover effects and spatial heterogeneity.

 

Our “Introduction to Spatial Analysis using Stata” course offers researchers a unique opportunity to acquire the necessary toolset to conduct exploratory spatial data analysis. The course begins by providing an overview of Stata’s sp suite of commands for spatial analysis and then discusses both how to manage different kind of spatial data and how to prepare spatial data for empirical analysis. The course moves on to focus on spatial data visualization, how to define proximity using spatial weights matrices and how to detect spatial autocorrelation. In the closing sessions participants are introduced to spatial autoregressive models, more specifically on the concepts of estimation, testing and model selection. Special emphasis is given to the computation and interpretation of average direct and indirect marginal effects and to the treatment of special cases such as multiple spatial interactions and more endogenous covariates.

TARGET AUDIENCE 

Ph.D. Students, researchers and professionals working in public and private institutions interested in acquiring the latest empirical techniques to be able to independently implement spatial data analysis.

 

COURSE REQUISITES

Knowledge of basic econometrics tools such as ordinary least-squares, instrumental variables and maximum likelihood estimation of the linear regression model is strongly recommended. A basic knowledge of Stata’s do-file programming is required.


PROGRAM

SESSION I

  • Introduction:
    • Spatial data analysis using Stata: an overview of the sp suite
    • Space, spatial objects and spatial date
  • Preparing data for the spatial analysis:
    • Spatial data declaration
    • Data with shapefile: Creating and merging a Stata-format shapefiles
    • Data without shapefile

 

SESSION II

  • Visualizing spatial data:
    • Geographic coordinate systems
    • Plotting Maps
    • 2D spatial point patterns
    • Change coordinate system

 

SESSION III

  • Measure spatial proximity:
    • The W (eights) matrix
    • Normalization
    • Detect spatial autocorrelation

 

SESSION IV

  • Spatial autoregressive models I:
    • A taxonomy
    • Quasi Maximum Likelihood estimation
    • Hypothesis testing and model selection

 

SESSION V

  • Spatial autoregressive models II:
    • Partial effects: direct, indirect and total effects
    • Generalized method of moments estimation
      • Internal instruments
      • Multiple endogenous covariates
  • Multiple spatial lags