资源简介

空间计量的MATLAB在原来的jpl基础上可以做面板SDM

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代码片段和文件信息

D=wk1read(‘DataOZBl.wk1‘11); % read data
W1=wk1read(‘Wcex1.wk1‘); %read first part of W
W2=wk1read(‘Wcex2.wk1‘); %read second part of W
W3=[W1W2]; %combine these parts
[DA dim]=sortrows(D[91]);
W=W3(dimdim);
clear W1; clear W2; clear W3; clear D; % W12 3 and D are not used any more
W1=normw(W); %normalize W routine of LeSage‘s website www.spatial-econometrics.com
lambda=eig(W1); %eigenvalues
rmin=min(lambda);
rmax=max(lambda);
N=496; %number of spatial units
y=DA(:14); % dependent variable
x=DA(:[1231012]); % independent variables
const=ones(4961);
dumb=DA(:9);
duma=1-dumb;
x=[duma dumb x];
nvar=size(x2);
% ols estimator 
results=ols(yx); %routine from LeSage‘s website www.spatial-econometrics.com
vnames=char(‘ozb‘‘duma‘‘dumb‘‘inkomen‘‘rechts‘‘taxprice‘‘lihh‘‘wrdwon‘); %names of variables
prt_reg(resultsvnames); %routine from LeSage‘s website www.spatial-econometrics.com
% sar one regime programmed myself
n=length(y);
Wy = W1*y;
AI = x‘*x;
b0 = AI\(x‘*y);
bd = AI\(x‘*Wy);
e0 = y - x*b0;
ed = Wy - x*bd;
epe0 = e0‘*e0;
eped = ed‘*ed;
epe0d = ed‘*e0;
options.Display=‘off‘;
options.MaxFunEvals=1000;
options.MaxIter=1000;
options.TolX=0.001;
options.TolFun=0.001;
rho = fminbnd(‘f_sarpaul‘rminrmaxoptionslambdaepe0epedepe0dn);
results.beta = b0 - rho*bd; 
results.rho = rho; 
bhat = results.beta;
results.sige = (1/n)*(e0-rho*ed)‘*(e0-rho*ed); 
sige = results.sige;
results.yhat = (eye(n) - rho*W1)\(x*results.beta);
results.resid = y - results.yhat; 
parm = [results.beta
        results.rho
        results.sige];
bout= [results.beta
        results.rho];
results.lik = f2_sarpaul(parmyxW1lambda);

% asymptotic t-stats based on information matrix
% (pp. 80-81 Anselin 1980)
B = eye(n) - rho*W1; 
BI = inv(B); WB = W1*BI;
pterm = trace(WB*WB + WB*WB‘);
xpx = zeros(nvar+2nvar+2);               % bhatbhat
xpx(1:nvar1:nvar) = (1/sige)*(x‘*x);     % bhatrho
xpx(1:nvarnvar+1) = (1/sige)*x‘*W1*BI*x*bhat;
xpx(nvar+11:nvar) = xpx(1:nvarnvar+1)‘; % rhorho
xpx(nvar+1nvar+1) = (1/sige)*bhat‘*x‘*BI‘*W1‘*W1*BI*x*bhat + pterm;
xpx(nvar+2nvar+2) = n/(2*sige*sige);     %sigesige
xpx(nvar+1nvar+2) = (1/sige)*trace(WB);  % rhosige
xpx(nvar+2nvar+1) = xpx(nvar+1nvar+2);
xpxi = xpx\eye(size(xpx));
tmp = diag(xpxi(1:nvar+11:nvar+1));
bvec = [results.beta
        results.rho];
tmp = bvec./(sqrt(tmp));
results.tstat = tmp;

ym = y - mean(y);       % r-squared rbar-squared
rsqr1 = results.resid‘*results.resid;
rsqr2 = ym‘*ym;
results.rsqr = 1.0-rsqr1/rsqr2;   % r-squared
rsqr1 = rsqr1/(n-nvar);
rsqr2 = rsqr2/(n-1.0);
results.rbar = 1 - (rsqr1/rsqr2); % rbar-squared

%print
fid=1;
vnames=char(‘ozb‘‘duma‘‘dumb‘‘inkomen‘‘rechts‘‘taxprice‘‘lihh‘‘wrdwon‘‘rho‘); %names of variables
fprintf(fid‘\n‘);
fprintf(fid‘sar\n‘);
fprintf(fid‘Dependent Variable = %16s \n‘vnames(1:));
fprintf(fid‘R-squared          = %9.4f   \n‘results.rsqr);

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----
     目录           0  2012-08-03 17:14  Elhorst_Panel_Code\
     文件        7529  2011-05-30 15:21  Elhorst_Panel_Code\allersdumregime.m
     文件       28587  2011-01-14 15:54  Elhorst_Panel_Code\cigardemo.wk1
     文件      124885  2011-01-14 15:53  Elhorst_Panel_Code\cigarette.wk1
     文件       33615  2011-05-30 13:11  Elhorst_Panel_Code\cigarette_mat.mat
     文件        1122  2010-01-14 09:18  Elhorst_Panel_Code\demean.m
     文件       10496  2011-05-30 15:10  Elhorst_Panel_Code\demodynfeerror.m
     文件        5938  2012-06-01 16:52  Elhorst_Panel_Code\demoLM.m
     文件        5482  2011-05-30 15:14  Elhorst_Panel_Code\demoLMsarsem_panel.m
     文件       13771  2011-05-30 12:58  Elhorst_Panel_Code\demopanelscompare.m
     文件        1521  2011-05-30 15:19  Elhorst_Panel_Code\demoserialspat.m
     文件       13937  2012-06-14 13:39  Elhorst_Panel_Code\DemoYanMin.m
     文件        1234  2011-06-02 15:38  Elhorst_Panel_Code\Demo_panel_sarregime.m
     文件        3669  2011-09-06 20:39  Elhorst_Panel_Code\direct_indirect_effects_estimates.m
     文件        1111  2011-09-06 20:31  Elhorst_Panel_Code\f2_resar.m
     文件        1320  2010-01-14 09:18  Elhorst_Panel_Code\f2_respat.m
     文件         933  2010-01-14 09:18  Elhorst_Panel_Code\f2_sar2_panel.m
     文件        1832  2010-10-15 08:30  Elhorst_Panel_Code\f2_sarpanel.m
     文件         380  2010-04-26 06:11  Elhorst_Panel_Code\f2_sarpar2.m
     文件         319  2010-04-26 06:22  Elhorst_Panel_Code\f2_sarpaul.m
     文件        1881  2010-10-15 08:30  Elhorst_Panel_Code\f2_sempanel.m
     文件        1190  2010-01-14 09:18  Elhorst_Panel_Code\f2_serialspat.m
     文件         782  2010-01-14 09:18  Elhorst_Panel_Code\f_resar.m
     文件        1242  2010-01-14 09:18  Elhorst_Panel_Code\f_respat.m
     文件         847  2011-06-05 13:34  Elhorst_Panel_Code\f_sar2_panel.m
     文件        1915  2010-10-15 08:30  Elhorst_Panel_Code\f_sarpanel.m
     文件         275  2010-04-26 06:11  Elhorst_Panel_Code\f_sarpar2.m
     文件         196  2010-04-26 06:11  Elhorst_Panel_Code\f_sarpaul.m
     文件        1763  2010-10-15 08:30  Elhorst_Panel_Code\f_sempanel.m
     文件        1175  2010-01-14 09:18  Elhorst_Panel_Code\f_serialspat.m
     文件        1253  2010-01-14 09:18  Elhorst_Panel_Code\hessian.m
............此处省略32个文件信息

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