1. check xlsread in matlab,
2. as for the spatial weight , you need to  extract these weight in you file  to delete these unwanted provience manully, or check the arcmap subfold in you matlab spatial econometrics toolbox, the weight can be based on the coordinate of each provience.
3. Warning:  I sincerely hope you read through the monograph of Lesage(2009) an introduction to spatial ecoometrics. Then the sbook from spatial econometrics toolbox website. If you do not understand the theoretical mean of spatial ecooemtrics, it will become data snooping.
Hope these can help you.

非常感谢楼主回复，受益匪浅！

果然有大神回复啊，Lesage的程序还是很好用的，每个程序都有举例子，好好看看吧，大博士应该对自己要求高一些~~~

厉害

您好，看到您的回复，觉得你对空间计量肯定研究的很多，我想向您请教几个问题，呵呵，我是第一次接触空间计量，所以很多问题都不大懂，先问几个基础的吧，先谢过哈~
1.空间计量实证用stata能做吗？我看到楼主的贴是用的matlab，matlab我们没学呢
2.关于那个地理加权矩阵，是不是两两之间都得计算距离啊？
谢谢，期待您的回复哈，嘿嘿，最好用汉语回复啊，我英语水平也一般。。。。