Questions about dynamic spatial panel regression

NicholasCain — Mon, 08 Jun 2015 15:19:17 GMT

Hello GeoNet,

I've got a time-series cross sectional data set of US states that has a spatial component so I'm interested in estimating a dynamic spatial panel model. My dependent variable is wind capacity additions per state year and my regressors are various factors that may influence wind power development. I've generated my variables using ArcGIS and am estimating the statistics in Stata.

Although most of my regressors vary by state and by year, at least one is time-invariant (but varies by state).
Another one of my regressors, which represents technological improvements to wind machines, is the same across all the states in my panel (although it varies by time).

Given these somewhat unique aspects of my data, is a dynamic spatial panel model acceptable?

The Hausman test is nonsignificant and thus a random effects model seems appropriate. Is the Hausman test applicable to a spatial panel model?

Thanks!

-nick

Re: Questions about dynamic spatial panel regression

DanPatterson_Retired — Sun, 05 Jul 2015 19:25:31 GMT

presumed answered A few questions on dynamic panel regression model estimation - Statalist

for others interested in spatial statistics see the spatial statistics toolbox and discussion topics for available tools and references

An overview of the Modeling Spatial Relationships toolset—Help | ArcGIS for Desktop

Interpreting Exploratory Regression results—Help | ArcGIS for Desktop

or for more on statistics ... Cross Validated

topic Questions about dynamic spatial panel regression in Spatial Statistics Questions

Questions about dynamic spatial panel regression

Re: Questions about dynamic spatial panel regression