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
columbusdata.gdt
Description: GNU Zip compressed data
columbusswm.gdt
Description: GNU Zip compressed data
